MSCI asia apex 50 MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
44.69%
decreased by 2.37%
1 Week
43.62%
decreased by 3.44%
1 Month
39.87%
decreased by 7.19%
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 | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8217 | 136.79 | |
| 0.1432 | 31.11 | |
| 0.0268 | 2.54 | |
| 0.0949 | 3.70 | |
| 0.8887 | 29.71 |
Estimation Period:
May 31, 2002 to Mar 19, 2026
May 31, 2002 to Mar 19, 2026
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