EURO STOXX 50 Price EUR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:14.16% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7263 | 5.90 | |
| 0.0802 | 36.68 | |
| 0.9906 | 602.56 | |
| 6.9301 | 7.62 |
Estimation Period:
Jan 1, 1990 to Jan 16, 2026
Jan 1, 1990 to Jan 16, 2026
Other GAS-GARCH Student T Analyses on Equity Indices