MSCI Europe GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:10.93% (-0.39%)
Parameter 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
News Impact Curve
Volatility Forecasts
Other MSCI Europe Analyses
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