MSCI Europe Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:8.98% (+0.55%)
Parameter 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
News Impact Curve
Volatility Forecasts
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