MSCI Asia Pacific GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
27.94%
decreased by 1.43%
1 Week
27.68%
decreased by 1.69%
1 Month
26.76%
decreased by 2.61%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM 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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