MSCI Europe GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
24.65%
decreased by 1.76%
1 Week
24.47%
decreased by 1.94%
1 Month
23.81%
decreased by 2.60%
Analysis last updated: Friday, April 10, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 23.53 | |
| 0.1211 | 45.00 | |
| 0.8614 | 322.02 |
Estimation Period:
Dec 30, 1998 to Apr 4, 2025
Dec 30, 1998 to Apr 4, 2025
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