Euro Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
4.77%
decreased by 0.06%
1 Week
4.78%
decreased by 0.05%
1 Month
4.82%
decreased by 0.01%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0454 | 7.36 | |
| 0.0266 | 8.48 | |
| 0.9690 | 259.79 | |
| -0.0004 | -0.87 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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