EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 6th, 2025:80.44% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.8538 | 10.87 | |
| 0.0828 | 25.79 | |
| 0.9548 | 199.74 | |
| 5.4319 | 5.58 |
Estimation Period:
Jan 4, 1999 to Oct 31, 2025
Jan 4, 1999 to Oct 31, 2025
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