MSCI asia apex 50 APARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
38.82%
decreased by 1.69%
1 Week
38.38%
decreased by 2.13%
1 Month
36.80%
decreased by 3.71%
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 | |
|---|---|---|
| 0.0236 | 26.06 | |
| 0.0668 | 32.85 | |
| 0.9287 | 532.49 | |
| 0.5460 | 22.26 | |
| 1.2008 | 27.01 |
Estimation Period:
May 31, 2002 to Mar 19, 2026
May 31, 2002 to Mar 19, 2026
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