V-Lab
EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:102.68% (-1.31%)
Analysis last updated: Friday, April 26, 2024 at 04:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.4541 | 9.57 | |
| 0.0784 | 25.84 | |
| 0.9607 | 197.02 | |
| 5 | 5.24 |
Estimation Period:
Jan 4, 1999 to Apr 19, 2024
Jan 4, 1999 to Apr 19, 2024
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