Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:5.18% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4332 | 8.71 | |
| 0.0215 | 77.57 | |
| 0.9987 | 7,989.86 | |
| 3.1894 | 107.17 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
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