V-Lab
EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:100.89% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 40.9941 | 10.89 | |
| 0.0836 | 25.85 | |
| 0.9547 | 200.36 | |
| 5.4428 | 5.62 |
Estimation Period:
Jan 4, 1999 to Aug 22, 2025
Jan 4, 1999 to Aug 22, 2025
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