MSCI Euro Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.95% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 21.13 | |
| 0.0066 | 2.66 | |
| 0.8936 | 393.14 | |
| 0.1638 | 29.62 |
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 GJR-GARCH Analyses on Equity Indices