MSCI Europe GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
17.62%
decreased by 0.96%
1 Week
17.59%
decreased by 0.99%
1 Month
17.49%
decreased by 1.09%
Analysis last updated: Friday, April 3, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 20.39 | |
| 0.0028 | 0.87 | |
| 0.8771 | 354.26 | |
| 0.1934 | 30.75 |
Estimation Period:
Dec 30, 1998 to Apr 4, 2025
Dec 30, 1998 to Apr 4, 2025
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