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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0242	6.42***
αARCH	0.0376	4.39***
βGARCH	0.8909	112.59***
γleverage	0.1092	4.90***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0242	6.42***
α ARCH Response to squared shocks	0.0376	4.39***
β GARCH Volatility persistence	0.8909	112.59***
γ leverage Additional response to negative shocks	0.1092	4.90***

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MSCI Asia Pacific GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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