MSCI asia apex 50 EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
37.91%
decreased by 1.66%
1 Week
37.24%
decreased by 2.33%
1 Month
34.99%
decreased by 4.58%
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 | |
|---|---|---|
| 0.0122 | 6.93 | |
| 0.1258 | 38.08 | |
| 0.9825 | 1,001.50 | |
| -0.0693 | -22.50 |
Estimation Period:
May 31, 2002 to Mar 19, 2026
May 31, 2002 to Mar 19, 2026
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