EURO STOXX 50 Price EUR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.15% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7325 | 5.92 | |
| 0.0804 | 36.66 | |
| 0.9906 | 605.14 | |
| 6.9594 | 7.58 |
Estimation Period:
Jan 1, 1990 to Dec 5, 2025
Jan 1, 1990 to Dec 5, 2025
Other GAS-GARCH Student T Analyses on Equity Indices