MSCI Europe GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
15.09%
increased by 1.79%
1 Week
15.26%
increased by 1.96%
1 Month
15.88%
increased by 2.58%
Analysis last updated: Saturday, May 2, 2026 at 03:34 AM 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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