MSCI EU Index (European Union) GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.38% (+1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 15.67 | |
| 0.0073 | 2.70 | |
| 0.9145 | 295.28 | |
| 0.1318 | 24.07 |
Estimation Period:
Dec 30, 1994 to Apr 4, 2025
Dec 30, 1994 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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