MSCI asia apex 50 GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
40.38%
decreased by 1.59%
1 Week
39.93%
decreased by 2.04%
1 Month
38.29%
decreased by 3.68%
Analysis last updated: Friday, June 12, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 18.03 | |
| 0.0193 | 9.64 | |
| 0.9187 | 508.68 | |
| 0.0936 | 18.63 |
Estimation Period:
May 31, 2002 to Mar 19, 2026
May 31, 2002 to Mar 19, 2026
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