MSCI EMU Index (European Economic and Monetary Union) GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.37% (+0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5144 | 7.37 | |
| 0.0836 | 36.96 | |
| 0.9896 | 674.60 | |
| 7.6316 | 7.06 |
Estimation Period:
Dec 30, 1994 to Apr 4, 2025
Dec 30, 1994 to Apr 4, 2025
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