EURO STOXX 50 Price EUR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2026:10.68% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7305 | 5.93 | |
| 0.0805 | 36.65 | |
| 0.9906 | 604.76 | |
| 6.9671 | 7.58 |
Estimation Period:
Jan 1, 1990 to Dec 19, 2025
Jan 1, 1990 to Dec 19, 2025
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