MSCI EU Index (European Union) MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.84% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8059 | 152.51 | |
| 0.2105 | 33.53 | |
| 0.0093 | 2.59 | |
| 0.1147 | 3.94 | |
| 0.8812 | 28.11 |
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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