MSCI EAFE Price Index USD MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.77% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0120 | 3.37 | |
| 0.8302 | 137.38 | |
| 0.1503 | 21.99 | |
| 0.0049 | 5.50 | |
| 0.0356 | 5.28 | |
| 0.9590 | 130.32 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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