Euro Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 22nd, 2026:4.05% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0152 | 7.02 | |
| 0.0265 | 8.41 | |
| 0.9695 | 262.66 | |
| -0.0005 | -1.06 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
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