MSCI Asia Pacific MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
28.97%
increased by 1.02%
1 Week
27.69%
decreased by 0.26%
1 Month
25.18%
decreased by 2.77%
Analysis last updated: Friday, April 3, 2026 at 10:09 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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