V-Lab
EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:95.09% (+2.47%)
Analysis last updated: Tuesday, January 21, 2025 at 05:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.4654 | 10.18 | |
| 0.0803 | 25.69 | |
| 0.9580 | 197.61 | |
| 5 | 5.35 |
Estimation Period:
Jan 4, 1999 to Jan 17, 2025
Jan 4, 1999 to Jan 17, 2025
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