MSCI Asia Pacific GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
19.65%
increased by 1.15%
1 Week
19.64%
increased by 1.14%
1 Month
19.62%
increased by 1.12%
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 | |
|---|---|---|
| 1.4748 | 7.02 | |
| 0.0723 | 40.91 | |
| 0.9907 | 742.10 | |
| 7.4880 | 6.61 |
Estimation Period:
Jan 1, 1990 to Mar 19, 2026
Jan 1, 1990 to Mar 19, 2026
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