MSCI asia apex 50 EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.42% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 6.41 | |
| 0.1219 | 37.96 | |
| 0.9826 | 992.52 | |
| -0.0701 | -23.02 |
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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