V-Lab
EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 29th, 2025:85.71% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.9560 | 10.97 | |
| 0.0840 | 25.97 | |
| 0.9547 | 201.76 | |
| 5.4683 | 5.62 |
Estimation Period:
Jan 4, 1999 to Jul 25, 2025
Jan 4, 1999 to Jul 25, 2025
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