MSCI Asia Pacific GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
15.08%
decreased by 0.68%
1 Week
15.22%
decreased by 0.54%
1 Month
15.73%
decreased by 0.03%
Analysis last updated: Friday, May 15, 2026 at 11:02 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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