MSCI asia apex 50 AGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
39.50%
decreased by 1.74%
1 Week
38.94%
decreased by 2.30%
1 Month
36.92%
decreased by 4.32%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 2.82 | |
| 0.0704 | 39.10 | |
| 0.9094 | 456.27 | |
| 0.6695 | 28.98 |
Estimation Period:
May 31, 2002 to Mar 19, 2026
May 31, 2002 to Mar 19, 2026
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