MSCI Asia Pacific EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
17.84%
increased by 2.40%
1 Week
17.86%
increased by 2.42%
1 Month
17.97%
increased by 2.53%
Analysis last updated: Friday, June 5, 2026 at 08:22 PM 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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