MSCI Asia Pacific MF2-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
18.33%
increased by 0.44%
1 Week
19.26%
increased by 1.37%
1 Month
20.59%
increased by 2.70%
Analysis last updated: Friday, May 29, 2026 at 07:37 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
Other MSCI Asia Pacific Analyses
Other MF2-GARCH Analyses on Equity Indices