V-Lab: MSCI Asia Pacific APARCH Volatility Analysis

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V-Lab

MSCI Asia Pacific APARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:14.28% (-0.22%)

Analysis last updated: Saturday, October 25, 2025 at 03:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0200	29.14
$α$	0.0830	42.96
$β$	0.9170	508.86
$γ$	0.4837	28.70
$δ$	1.0816	35.34

Estimation Period:
Jan 1, 1990 to Apr 4, 2025

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