V-Lab: Euro GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Euro GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:5.88% (-0.06%)

Analysis last updated: Friday, April 26, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4447	8.82
$α$	0.0216	75.96
$β$	0.9987	7989.82
$ν$	3	106.44

Estimation Period:
Jan 2, 1990 to Apr 26, 2024