MSCI Asia Pacific Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:11.83% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3689 | 7.34 | |
| 0.1006 | 9.34 | |
| 0.8816 | 83.87 | |
| 0.0005 | 0.77 |
Estimation Period:
Jan 1, 1990 to Jan 1, 2026
Jan 1, 1990 to Jan 1, 2026
News Impact Curve
Volatility Forecasts
Other MSCI Asia Pacific Analyses
Other Spline-GARCH Analyses on Equity Indices