MSCI EMU Index (European Economic and Monetary Union) Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:12.40% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8991 | 7.36 | |
| 0.0970 | 10.12 | |
| 0.8910 | 91.67 | |
| -0.0003 | -1.54 |
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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