EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:97.30% (+16.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.9104 | 10.91 | |
| 0.0832 | 25.76 | |
| 0.9546 | 199.91 | |
| 5.4458 | 5.58 |
Estimation Period:
Jan 4, 1999 to Oct 10, 2025
Jan 4, 1999 to Oct 10, 2025
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