MSCI Europe GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
9.46%
decreased by 0.05%
1 Week
9.93%
increased by 0.42%
1 Month
11.38%
increased by 1.87%
Analysis last updated: Friday, June 19, 2026 at 09:57 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
Other MSCI Europe Analyses
Other GJR-GARCH Analyses on Equity Indices