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

V-Lab

Euro GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:8.00% (-0.17%)

Analysis last updated: Sunday, June 15, 2025 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4421	8.73
$α$	0.0213	76.71
$β$	0.9987	7,989.78
$ν$	3.1958	104.63

Estimation Period:
Jan 2, 1990 to Jun 13, 2025