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{name} Model Equation

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Param	Value	t-stat
ωconst	0.4334	2.23**
αARCH	0.0216	19.70***
βGARCH	0.9988	2,190.35***
νDF	3.2014	27.84***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4334	2.23**
α ARCH Response to squared shocks	0.0216	19.70***
β GARCH Volatility persistence	0.9988	2,190.35***
ν DF Student-t tail thickness	3.2014	27.84***

V-Lab

Euro GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Euro Analyses