Skip to main content
V-Lab
V-Lab
MSCI Europe GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:10.60% (-0.15%)
Analysis last updated: Saturday, October 11, 2025 at 01:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI Europe GARCH
paramt-stat
ω0.024123.53
α0.121145.00
β0.8614322.02
Estimation Period:
Dec 30, 1998 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts