MSCI EU Index (European Union) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.92% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3692 | 7.22 | |
| 0.0899 | 34.14 | |
| 0.9890 | 646.85 | |
| 7.7524 | 6.61 |
Estimation Period:
Dec 30, 1994 to Apr 4, 2025
Dec 30, 1994 to Apr 4, 2025
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