V-Lab
EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 9th, 2025:103.66% (+1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.0732 | 10.89 | |
| 0.0840 | 25.93 | |
| 0.9549 | 201.45 | |
| 5.4567 | 5.64 |
Estimation Period:
Jan 4, 1999 to Jul 4, 2025
Jan 4, 1999 to Jul 4, 2025
Other EURO STOXX 50 Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices