MSCI Europe Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:9.01% (+0.13%)
Parameter 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
News Impact Curve
Volatility Forecasts
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