MSCI Asia Pacific GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:13.25% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4309 | 7.00 | |
| 0.0715 | 40.43 | |
| 0.9906 | 733.81 | |
| 7.4686 | 6.55 |
Estimation Period:
Jan 1, 1990 to Jan 1, 2026
Jan 1, 1990 to Jan 1, 2026
Other MSCI Asia Pacific Analyses
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