MSCI Euro Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.93% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0255 | 19.31 | |
| 0.0992 | 38.54 | |
| 0.8871 | 343.04 |
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 GARCH Analyses on Equity Indices