EURO STOXX 50 Price EUR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:13.97% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7446 | 5.87 | |
| 0.0803 | 36.81 | |
| 0.9907 | 605.94 | |
| 6.9384 | 7.62 |
Estimation Period:
Jan 1, 1990 to Oct 10, 2025
Jan 1, 1990 to Oct 10, 2025
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