MSCI Asia Pacific AGARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:9.29% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 5.09 | |
| 0.0839 | 46.63 | |
| 0.8967 | 482.36 | |
| 0.4913 | 32.94 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other MSCI Asia Pacific Analyses
Other AGARCH Analyses on Equity Indices