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

V-Lab

Euro GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:6.56% (+0.04%)

Analysis last updated: Wednesday, July 30, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4349	8.59
$α$	0.0214	77.14
$β$	0.9987	7,682.28
$ν$	3.1912	103.71

Estimation Period:
Jan 2, 1990 to Jul 25, 2025