MSCI Euro Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.13% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9032 | 5.79 | |
| 0.1029 | 9.35 | |
| 0.8720 | 71.63 | |
| -0.0547 | -3.07 | |
| 0.1027 | 3.97 | |
| -0.0930 | -5.01 | |
| 0.0836 | 3.47 | |
| -0.0850 | -2.08 |
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 Spline-GARCH Analyses on Equity Indices