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

V-Lab

Euro GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:6.74% (+0.09%)

Analysis last updated: Tuesday, September 16, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4361	8.60
$α$	0.0213	77.05
$β$	0.9987	7,682.29
$ν$	3.1782	104.86

Estimation Period:
Jan 2, 1990 to Sep 12, 2025