EURO STOXX 50 Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:97.44% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41.0281 | 10.92 | |
| 0.0833 | 25.74 | |
| 0.9545 | 199.48 | |
| 5.4436 | 5.58 |
Estimation Period:
Jan 4, 1999 to Nov 28, 2025
Jan 4, 1999 to Nov 28, 2025
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