MSCI Asia Pacific EGARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:14.19% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 5.19 | |
| 0.1559 | 44.88 | |
| 0.9808 | 1,244.66 | |
| -0.0731 | -25.46 |
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 EGARCH Analyses on Equity Indices