V-Lab
EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:123.18% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.1505 | 10.85 | |
| 0.0842 | 26.00 | |
| 0.9551 | 201.50 | |
| 5.4613 | 5.65 |
Estimation Period:
Jan 4, 1999 to Jun 27, 2025
Jan 4, 1999 to Jun 27, 2025
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