MSCI Euro Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.70% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1252 | 7.99 | |
| 0.0996 | 9.66 | |
| 0.8850 | 83.91 | |
| 0.0003 | 1.13 |
Estimation Period:
Dec 30, 1996 to Apr 4, 2025
Dec 30, 1996 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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