EURO STOXX 50 Price EUR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:11.28% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7311 | 5.92 | |
| 0.0806 | 36.65 | |
| 0.9906 | 604.03 | |
| 6.9572 | 7.59 |
Estimation Period:
Jan 1, 1990 to Dec 12, 2025
Jan 1, 1990 to Dec 12, 2025
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