Euro Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:5.51% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0506 | 7.41 | |
| 0.0266 | 8.43 | |
| 0.9691 | 259.33 | |
| -0.0003 | -0.75 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
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