MSCI Europe GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
15.33%
decreased by 1.17%
1 Week
15.50%
decreased by 1.00%
1 Month
16.10%
decreased by 0.40%
Analysis last updated: Saturday, April 25, 2026 at 02:33 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
Other MSCI Europe Analyses
Other GAS-GARCH Student T Analyses on Equity Indices