MSCI Asia Pacific Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:12.69% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3663 | 9.02 | |
| 0.1007 | 9.41 | |
| 0.8815 | 84.58 | |
| 0.0005 | 3.60 |
Estimation Period:
Jan 1, 1990 to Jan 1, 2026
Jan 1, 1990 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
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