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{name} Model Equation

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Param	Value	t-stat
ωconst	1.4695	1.78*
αARCH	0.0724	10.19***
βGARCH	0.9906	186.69***
νDF	7.4942	1.65*

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4695	1.78*
α ARCH Response to squared shocks	0.0724	10.19***
β GARCH Volatility persistence	0.9906	186.69***
ν DF Student-t tail thickness	7.4942	1.65*

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MSCI Asia Pacific GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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