European Equity Fund Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.12% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3624 | 5.00 | |
| 0.1101 | 9.19 | |
| 0.8463 | 52.56 | |
| 0.0188 | 0.59 | |
| 0.0251 | 0.55 | |
| -0.0988 | -3.33 | |
| 0.1231 | 4.55 | |
| -0.1482 | -5.74 | |
| 0.1402 | 4.93 | |
| -0.0768 | -2.16 | |
| 0.0285 | 0.34 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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