MSCI Europe Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:11.33% (+0.12%)
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
Other MSCI Europe Analyses
Other Spline-GARCH Analyses on Equity Indices