MSCI Europe AGARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
17.62%
increased by 1.99%
1 Week
17.63%
increased by 2.00%
1 Month
17.65%
increased by 2.02%
Analysis last updated: Saturday, May 9, 2026 at 03:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0102 | -4.18 | |
| 0.1267 | 61.97 | |
| 0.8293 | 469.59 | |
| 0.7158 | 40.22 |
Estimation Period:
Dec 30, 1998 to Apr 4, 2025
Dec 30, 1998 to Apr 4, 2025
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