V-Lab
V-Lab
MSCI Asia Pacific GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:13.27% (-0.43%)

Analysis last updated: Monday, October 2, 2023 at 03:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSCI Asia Pacific GJR-GARCH
paramt-stat
ω0.019223.96
α0.035716.62
β0.9032504.01
γ0.095019.10
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts