MSCI Europe AGARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:10.53% (-1.09%)
Parameter 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
News Impact Curve
Volatility Forecasts
Other MSCI Europe Analyses
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