MSCI Asia Pacific GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:15.43% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4571 | 7.07 | |
| 0.0709 | 40.82 | |
| 0.9911 | 783.51 | |
| 7.7857 | 6.23 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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