MSCI Europe Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 10th, 2026
1 Day
24.55%
decreased by 1.80%
1 Week
24.31%
decreased by 2.04%
1 Month
23.46%
decreased by 2.89%
Analysis last updated: Friday, April 10, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1311 | 6.43 | |
| 0.1221 | 10.90 | |
| 0.8581 | 78.02 | |
| 0.0006 | 0.51 |
Estimation Period:
Dec 30, 1998 to Apr 4, 2025
Dec 30, 1998 to Apr 4, 2025
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