MSCI Asia Pacific Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.17%
increased by 1.07%
1 Week
19.33%
increased by 1.23%
1 Month
19.89%
increased by 1.79%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4651 | 6.27 | |
| 0.1010 | 9.47 | |
| 0.8770 | 78.63 | |
| 0.0063 | 1.96 | |
| -0.0118 | -2.51 | |
| 0.0165 | 3.67 |
Estimation Period:
Jan 1, 1990 to Mar 19, 2026
Jan 1, 1990 to Mar 19, 2026
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