MSCI Europe GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
20.37%
decreased by 1.63%
1 Week
20.44%
decreased by 1.56%
1 Month
20.69%
decreased by 1.31%
Analysis last updated: Friday, April 3, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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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