EURO STOXX 50 Price EUR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:14.46% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7389 | 5.92 | |
| 0.0803 | 36.68 | |
| 0.9907 | 607.39 | |
| 6.9693 | 7.57 |
Estimation Period:
Jan 1, 1990 to Nov 28, 2025
Jan 1, 1990 to Nov 28, 2025
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