V-Lab: Euro Spline-GARCH Volatility Analysis

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V-Lab

Euro Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:4.96% (-0.06%)

Analysis last updated: Monday, November 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0363	7.28
$α$	0.0262	8.35
$β$	0.9697	262.21
$γ_{1}$	-0.0003	-0.73

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts