MSCI asia apex 50 AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.99% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 1.92 | |
| 0.0689 | 39.31 | |
| 0.9098 | 464.19 | |
| 0.6971 | 29.51 |
Estimation Period:
May 31, 2002 to Jan 1, 2026
May 31, 2002 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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