MSCI Asia Pacific Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, March 27th, 2026
1 Day
29.58%
decreased by 1.16%
1 Week
29.23%
decreased by 1.51%
1 Month
27.97%
decreased by 2.77%
Analysis last updated: Friday, March 27, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3678 | 8.93 | |
| 0.1021 | 9.55 | |
| 0.8803 | 84.52 | |
| 0.0004 | 3.48 |
Estimation Period:
Jan 1, 1990 to Mar 19, 2026
Jan 1, 1990 to Mar 19, 2026
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