V-Lab: Euro Spline-GARCH Volatility Analysis

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V-Lab

Euro Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:5.52% (-0.06%)

Analysis last updated: Thursday, October 23, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0384	7.31
$α$	0.0261	8.34
$β$	0.9698	263.46
$γ_{1}$	-0.0003	-0.65

Estimation Period:
Jan 2, 1990 to Oct 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts