V-Lab
MSCI Asia Pacific Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:11.35% (-0.31%)
Analysis last updated: Monday, October 2, 2023 at 03:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2791 | 7.01 | |
| 0.0920 | 10.66 | |
| 0.8929 | 101.29 | |
| -0.0002 | -0.28 |
Estimation Period:
Jan 1, 1990 to Sep 29, 2023
Jan 1, 1990 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
Other MSCI Asia Pacific Analyses