MSCI Asia Pacific GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
19.69%
decreased by 0.75%
1 Week
19.67%
decreased by 0.77%
1 Month
19.58%
decreased by 0.86%
Analysis last updated: Saturday, April 25, 2026 at 02:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 25.51 | |
| 0.0380 | 17.43 | |
| 0.8907 | 443.60 | |
| 0.1086 | 19.15 |
Estimation Period:
Jan 1, 1990 to Mar 19, 2026
Jan 1, 1990 to Mar 19, 2026
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