V-Lab: MSCI Europe GAS-GARCH Student T Volatility Analysis

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MSCI Europe GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:13.36% (-0.97%)

Analysis last updated: Saturday, November 29, 2025 at 03:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4990	5.02
$α$	0.1043	48.19
$β$	0.9937	764.96
$ν$	7.2692	10.00

Estimation Period:
Dec 30, 1998 to Apr 4, 2025