MSCI Europe Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
15.40%
decreased by 0.38%
1 Week
15.46%
decreased by 0.32%
1 Month
15.66%
decreased by 0.12%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1144 | 7.65 | |
| 0.1222 | 10.88 | |
| 0.8581 | 78.47 | |
| 0.0004 | 1.25 |
Estimation Period:
Dec 30, 1998 to Apr 4, 2025
Dec 30, 1998 to Apr 4, 2025
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