MSCI Asia Pacific AGARCH Volatility Analysis
Volatility prediction for Friday, May 8th, 2026
1 Day
18.33%
increased by 0.12%
1 Week
18.35%
increased by 0.14%
1 Month
18.41%
increased by 0.20%
Analysis last updated: Saturday, May 9, 2026 at 03:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 6.32 | |
| 0.0911 | 45.01 | |
| 0.8865 | 428.89 | |
| 0.5026 | 35.38 |
Estimation Period:
Jan 1, 1990 to Mar 19, 2026
Jan 1, 1990 to Mar 19, 2026
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