MSCI EU Index (European Union) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:13.18% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3967 | 2.78 | |
| 0.1052 | 9.00 | |
| 0.8751 | 66.19 | |
| -0.0979 | -2.59 | |
| 0.1406 | 2.76 | |
| -0.0730 | -3.32 | |
| 0.0508 | 3.15 | |
| -0.0269 | -2.45 |
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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