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MSCI Europe EGARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:8.51% (-0.32%)
Analysis last updated: Friday, December 12, 2025 at 09:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI Europe EGARCH
paramt-stat
ω0.00180.65
α0.151025.61
β0.9705567.24
γ-0.1381-32.81
Estimation Period:
Dec 30, 1998 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts