MSCI Asia Pacific Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:15.17% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3403 | 7.52 | |
| 0.0930 | 10.50 | |
| 0.8910 | 98.40 | |
| 0.0003 | 0.52 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
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