MSCI Europe Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 19th, 2026
1 Day
11.77%
decreased by 0.57%
1 Week
12.00%
decreased by 0.34%
1 Month
12.79%
increased by 0.45%
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 | |
|---|---|---|
| 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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