MSCI Euro Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.25% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8236 | 6.32 | |
| 0.0859 | 34.47 | |
| 0.9894 | 557.75 | |
| 7.3555 | 6.94 |
Estimation Period:
Dec 30, 1996 to Apr 4, 2025
Dec 30, 1996 to Apr 4, 2025
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