MSCI asia apex 50 GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
40.36%
decreased by 1.79%
1 Week
40.10%
decreased by 2.05%
1 Month
39.12%
decreased by 3.03%
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 | |
|---|---|---|
| 1.8016 | 6.17 | |
| 0.0584 | 26.36 | |
| 0.9911 | 730.91 | |
| 8.2174 | 3.54 |
Estimation Period:
May 31, 2002 to Mar 19, 2026
May 31, 2002 to Mar 19, 2026
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