Euro Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
5.76%
decreased by 0.07%
1 Week
5.77%
decreased by 0.06%
1 Month
5.78%
decreased by 0.05%
Analysis last updated: Tuesday, April 21, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0594 | 7.50 | |
| 0.0266 | 8.48 | |
| 0.9690 | 259.65 | |
| -0.0003 | -0.66 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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