EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:177.08% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.3941 | 11.03 | |
| 0.0852 | 25.75 | |
| 0.9536 | 197.59 | |
| 5.4447 | 5.66 |
Estimation Period:
Jan 4, 1999 to Mar 6, 2026
Jan 4, 1999 to Mar 6, 2026
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