MSCI Asia Pacific MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
20.04%
decreased by 0.57%
1 Week
20.82%
increased by 0.21%
1 Month
22.57%
increased by 1.96%
Analysis last updated: Friday, April 17, 2026 at 08:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0194 | 7.20 | |
| 0.7790 | 132.79 | |
| 0.1720 | 32.40 | |
| 0.0077 | 5.35 | |
| 0.0466 | 6.71 | |
| 0.9472 | 122.99 |
Estimation Period:
Jan 1, 1990 to Mar 19, 2026
Jan 1, 1990 to Mar 19, 2026
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