Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:7.04% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4341 | 8.57 | |
| 0.0212 | 76.97 | |
| 0.9987 | 7,623.64 | |
| 3.1895 | 102.98 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
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