MSCI Asia Pacific EGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:11.28% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0062 | 5.22 | |
| 0.1616 | 43.96 | |
| 0.9788 | 1,119.91 | |
| -0.0784 | -24.85 |
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 EGARCH Analyses on Equity Indices