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

V-Lab

Euro GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:8.89% (+0.33%)

Analysis last updated: Friday, May 30, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4456	8.78
$α$	0.0214	76.88
$β$	0.9987	8,119.76
$ν$	3.1960	105.17

Estimation Period:
Jan 2, 1990 to May 30, 2025