MSCI EU Index (European Union) Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.07% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3877 | 2.74 | |
| 0.1052 | 8.95 | |
| 0.8746 | 65.39 | |
| -0.1011 | -2.66 | |
| 0.1476 | 2.88 | |
| -0.0838 | -3.68 | |
| 0.0705 | 3.31 | |
| -0.0693 | -2.12 |
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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