EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:116.87% (-9.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.9788 | 11.12 | |
| 0.0841 | 25.62 | |
| 0.9531 | 196.69 | |
| 5.4410 | 5.58 |
Estimation Period:
Jan 4, 1999 to Feb 6, 2026
Jan 4, 1999 to Feb 6, 2026
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