MSCI asia apex 50 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.64% (+1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 17.85 | |
| 0.0181 | 9.19 | |
| 0.9192 | 512.40 | |
| 0.0937 | 18.79 |
Estimation Period:
May 31, 2002 to Jan 1, 2026
May 31, 2002 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices