MSCI EAFE Price Index USD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.27% (+2.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4556 | 6.58 | |
| 0.0933 | 8.92 | |
| 0.8751 | 79.38 | |
| -0.0070 | -0.26 | |
| 0.0673 | 1.56 | |
| -0.1263 | -4.47 | |
| 0.1359 | 6.00 | |
| -0.1428 | -6.12 | |
| 0.1098 | 4.14 | |
| -0.0203 | -0.70 | |
| -0.0760 | -1.85 |
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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