MSCI Euro Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.58% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 4.78 | |
| 0.1504 | 33.61 | |
| 0.9735 | 767.12 | |
| -0.1222 | -36.62 |
Estimation Period:
Dec 30, 1996 to Apr 4, 2025
Dec 30, 1996 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other MSCI Euro Index Analyses
Other EGARCH Analyses on Equity Indices