EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:115.63% (+8.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.9489 | 11.10 | |
| 0.0838 | 25.61 | |
| 0.9533 | 196.92 | |
| 5.4407 | 5.57 |
Estimation Period:
Jan 4, 1999 to Feb 13, 2026
Jan 4, 1999 to Feb 13, 2026
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