S&P Asia 50 CME GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.31% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 20.23 | |
| 0.0282 | 12.73 | |
| 0.9220 | 549.48 | |
| 0.0770 | 18.06 |
Estimation Period:
Jan 1, 1998 to Dec 31, 2025
Jan 1, 1998 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices