V-Lab
MSCI Asia Pacific Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 22nd, 2023:18.06% (+0.23%)
Analysis last updated: Tuesday, March 21, 2023, 02:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3857 | 8.42 | |
| 0.0917 | 10.59 | |
| 0.8941 | 101.89 | |
| 0.0006 | 3.43 |
Estimation Period:
Jan 1, 1990 to Mar 20, 2023
Jan 1, 1990 to Mar 20, 2023
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