MSCI Europe GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:10.74% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4990 | 5.02 | |
| 0.1043 | 48.19 | |
| 0.9937 | 764.96 | |
| 7.2692 | 10.00 |
Estimation Period:
Dec 30, 1998 to Apr 4, 2025
Dec 30, 1998 to Apr 4, 2025
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