Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:6.94% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4345 | 8.58 | |
| 0.0212 | 77.23 | |
| 0.9987 | 7,682.28 | |
| 3.1843 | 103.80 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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