MSCI Europe EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
13.17%
decreased by 0.69%
1 Week
13.33%
decreased by 0.53%
1 Month
13.90%
increased by 0.04%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 0.65 | |
| 0.1510 | 25.61 | |
| 0.9705 | 567.24 | |
| -0.1381 | -32.81 |
Estimation Period:
Dec 30, 1998 to Apr 4, 2025
Dec 30, 1998 to Apr 4, 2025
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