Euro GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:5.54% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4315 | 8.63 | |
| 0.0214 | 77.54 | |
| 0.9987 | 7,802.48 | |
| 3.1901 | 105.35 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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