V-Lab: MSCI Asia Pacific Spline-GARCH Volatility Analysis

V-Lab

MSCI Asia Pacific Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:20.24% (-0.71%)

Analysis last updated: Saturday, May 10, 2025 at 03:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3403	7.52
$α$	0.0930	10.50
$β$	0.8910	98.40
$γ_{1}$	0.0003	0.52

Estimation Period:
Jan 1, 1990 to Apr 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts