V-Lab
V-Lab
MSCI Asia Pacific GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:19.50% (+0.63%)

Analysis last updated: Tuesday, March 21, 2023, 02:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI Asia Pacific GJR-GARCH
paramt-stat
ω0.019423.86
α0.035216.33
β0.9035501.97
γ0.095619.24
Estimation Period:
Jan 1, 1990 to Mar 20, 2023
Impact of return on volatility tomorrow
Volatility Forecasts