MSCI Europe MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
11.76%
decreased by 0.37%
1 Week
12.40%
increased by 0.27%
1 Month
13.95%
increased by 1.82%
Analysis last updated: Friday, June 12, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.8190 | 212.01 | |
| 0.2278 | 40.89 | |
| 0.0078 | 6.06 | |
| 0.0608 | 6.29 | |
| 0.9322 | 87.68 |
Estimation Period:
Dec 30, 1998 to Apr 4, 2025
Dec 30, 1998 to Apr 4, 2025
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