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

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V-Lab

Euro GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:6.41% (-0.06%)

Analysis last updated: Friday, September 22, 2023 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4508	8.84
$α$	0.0218	75.18
$β$	0.9987	7926.31
$ν$	3	105.62

Estimation Period:
Jan 2, 1990 to Sep 22, 2023