MSCI Asia Pacific EGARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
20.11%
decreased by 0.39%
1 Week
20.04%
decreased by 0.46%
1 Month
19.79%
decreased by 0.71%
Analysis last updated: Saturday, April 25, 2026 at 02:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0068 | 5.64 | |
| 0.1652 | 44.63 | |
| 0.9781 | 1,098.94 | |
| -0.0789 | -24.93 |
Estimation Period:
Jan 1, 1990 to Mar 19, 2026
Jan 1, 1990 to Mar 19, 2026
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