EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:110.91% (-7.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.9005 | 11.10 | |
| 0.0838 | 25.59 | |
| 0.9531 | 196.06 | |
| 5.4293 | 5.58 |
Estimation Period:
Jan 4, 1999 to Jan 30, 2026
Jan 4, 1999 to Jan 30, 2026
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