V-Lab
EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:95.89% (+20.88%)
Analysis last updated: Friday, December 20, 2024 at 05:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.4008 | 10.33 | |
| 0.0811 | 25.93 | |
| 0.9579 | 200.02 | |
| 6 | 5.35 |
Estimation Period:
Jan 4, 1999 to Dec 13, 2024
Jan 4, 1999 to Dec 13, 2024
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