V-Lab
MSCI Asia Pacific Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:11.70% (-0.30%)
Analysis last updated: Monday, October 2, 2023 at 03:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3880 | 8.61 | |
| 0.0917 | 10.70 | |
| 0.8936 | 102.18 | |
| 0.0006 | 3.62 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
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