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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0242	6.41***
αARCH	0.0375	4.38***
βGARCH	0.8911	112.79***
γleverage	0.1092	4.91***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0242	6.41***
α ARCH Response to squared shocks	0.0375	4.38***
β GARCH Volatility persistence	0.8911	112.79***
γ leverage Additional response to negative shocks	0.1092	4.91***

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MSCI Asia Pacific GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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