V-Lab: MSCI Asia Pacific GJR-GARCH Volatility Analysis

V-Lab

MSCI Asia Pacific GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, October 3rd, 2025:10.40% (+0.04%)

Analysis last updated: Saturday, October 4, 2025 at 12:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0204	24.71
$α$	0.0357	16.71
$β$	0.9012	488.21
$γ$	0.0964	19.39

Estimation Period:
Jan 1, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts