S&P Asia 50 CME GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.69% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 20.65 | |
| 0.0685 | 41.48 | |
| 0.9230 | 552.71 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices