MSCI Euro Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.31% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8299 | 221.71 | |
| 0.2087 | 39.91 | |
| 0.0112 | 6.13 | |
| 0.0680 | 6.02 | |
| 0.9250 | 75.74 |
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 MF2-GARCH Analyses on Equity Indices