MSCI Europe Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
10.25%
increased by 0.07%
1 Week
10.58%
increased by 0.40%
1 Month
11.66%
increased by 1.48%
Analysis last updated: Friday, June 12, 2026 at 10:28 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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