EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:132.25% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.9891 | 10.89 | |
| 0.0830 | 25.75 | |
| 0.9546 | 199.46 | |
| 5.4384 | 5.58 |
Estimation Period:
Jan 4, 1999 to Nov 21, 2025
Jan 4, 1999 to Nov 21, 2025
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