V-Lab: Euro Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Euro Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:4.86% (-0.03%)

Analysis last updated: Friday, November 21, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0352	7.26
$α$	0.0262	8.36
$β$	0.9696	261.98
$γ_{1}$	-0.0003	-0.77

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts