MSCI Asia Pacific APARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:11.33% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0220 | 29.58 | |
| 0.0865 | 42.32 | |
| 0.9125 | 464.62 | |
| 0.5001 | 30.25 | |
| 1.0858 | 36.01 |
Estimation Period:
Jan 1, 1990 to Jan 1, 2026
Jan 1, 1990 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
Other MSCI Asia Pacific Analyses
Other APARCH Analyses on Equity Indices