MSCI Euro Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.83% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 32.02 | |
| 0.0819 | 28.03 | |
| 0.9075 | 390.33 | |
| 0.8334 | 23.32 | |
| 1.1220 | 39.31 |
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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