MSCI Europe EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.18% (+2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 0.65 | |
| 0.1510 | 25.61 | |
| 0.9705 | 567.24 | |
| -0.1381 | -32.81 |
Estimation Period:
Dec 30, 1998 to Apr 4, 2025
Dec 30, 1998 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other MSCI Europe Analyses
Other EGARCH Analyses on Equity Indices