We do recommend purchasing additional health insurance coverage for the dates you are studying abroad in case of emergencies. You should make sure your additional health insurance will cover any places you intend to travel and any activities you may take part in e.g. swimming, surfing or mountain climbing. Rescue and save policies is another service which can incur high costs without insurance, for example, if you were out on a tour guide and fell into a well, the local services would need to come to rescue you, and you would be charged for these services.
For more on European Health Insurance, check out our great guide, here: