EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:95.38% (+15.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.7569 | 11.07 | |
| 0.0837 | 25.65 | |
| 0.9536 | 198.00 | |
| 5.4410 | 5.58 |
Estimation Period:
Jan 4, 1999 to Jan 9, 2026
Jan 4, 1999 to Jan 9, 2026
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