MSCI Euro Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.78% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0158 | -5.23 | |
| 0.0984 | 40.61 | |
| 0.8752 | 344.44 | |
| 0.7956 | 30.40 |
Estimation Period:
Dec 30, 1996 to Apr 4, 2025
Dec 30, 1996 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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