MSCI Asia Pacific GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:14.13% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0204 | 24.71 | |
| 0.0357 | 16.71 | |
| 0.9012 | 488.21 | |
| 0.0964 | 19.39 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other MSCI Asia Pacific Analyses
Other GJR-GARCH Analyses on Equity Indices