EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:79.24% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.8178 | 11.09 | |
| 0.0837 | 25.62 | |
| 0.9535 | 197.86 | |
| 5.4442 | 5.57 |
Estimation Period:
Jan 4, 1999 to Dec 19, 2025
Jan 4, 1999 to Dec 19, 2025
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