V-Lab: MSCI Asia Pacific MF2-GARCH Volatility Analysis

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MSCI Asia Pacific MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:14.36% (-0.41%)

Analysis last updated: Saturday, November 8, 2025 at 03:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0212	8.33
$β$	0.8163	151.93
$γ$	0.1436	30.03
$λ_{1}$	0.0054	5.90
$λ_{2}$	0.0348	6.78
$λ_{3}$	0.9605	168.93

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

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