MSCI Asia Pacific GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:11.27% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 25.14 | |
| 0.0373 | 17.20 | |
| 0.8925 | 448.71 | |
| 0.1067 | 18.97 |
Estimation Period:
Jan 1, 1990 to Jan 1, 2026
Jan 1, 1990 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
Other MSCI Asia Pacific Analyses
Other GJR-GARCH Analyses on Equity Indices