S&P Asia 50 CME MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
31.16%
increased by 2.60%
1 Week
32.13%
increased by 3.57%
1 Month
33.86%
increased by 5.30%
Analysis last updated: Friday, June 5, 2026 at 08:22 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 | |
| 0.8389 | 136.77 | |
| 0.1317 | 33.23 | |
| 0.0157 | 2.75 | |
| 0.0697 | 3.65 | |
| 0.9221 | 44.61 |
Estimation Period:
Jan 1, 1998 to Mar 19, 2026
Jan 1, 1998 to Mar 19, 2026
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