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

V-Lab

Euro GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:7.68% (-0.13%)

Analysis last updated: Monday, June 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4405	8.71
$α$	0.0213	76.91
$β$	0.9987	7,926.35
$ν$	3.1953	104.37

Estimation Period:
Jan 2, 1990 to Jun 27, 2025