MSCI EAFE Price Index USD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.57% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4781 | 6.55 | |
| 0.0930 | 9.04 | |
| 0.8766 | 80.38 | |
| -0.0019 | -0.07 | |
| 0.0577 | 1.30 | |
| -0.1178 | -4.05 | |
| 0.1296 | 5.57 | |
| -0.1416 | -5.97 | |
| 0.1161 | 4.34 | |
| -0.0427 | -1.59 | |
| -0.0054 | -0.29 |
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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