MSCI Europe MF2-GARCH Volatility Analysis
Volatility prediction for Friday, March 20th, 2026
1 Day
23.95%
increased by 7.80%
1 Week
23.18%
decreased by 0.77%
1 Month
21.11%
decreased by 2.84%
Analysis last updated: Friday, March 20, 2026 at 10:42 PM UTC
Parameter 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
News Impact Curve
Volatility Forecasts
Other MSCI Europe Analyses
Other MF2-GARCH Analyses on Equity Indices