MSCI EMU Index (European Economic and Monetary Union) GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.12% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 20.14 | |
| 0.0969 | 40.17 | |
| 0.8914 | 374.84 |
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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