V-Lab
MSCI Asia Pacific Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 2nd, 2025:23.94% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3638 | 8.99 | |
| 0.0930 | 10.52 | |
| 0.8911 | 98.65 | |
| 0.0005 | 3.58 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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