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

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Euro GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:6.09% (-0.07%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4313	8.58
$α$	0.0213	77.00
$β$	0.9987	7,682.32
$ν$	3.1922	103.17

Estimation Period:
Jan 2, 1990 to Nov 7, 2025