S&P Asia 50 CME GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
42.17%
decreased by 1.58%
1 Week
41.85%
decreased by 1.90%
1 Month
40.67%
decreased by 3.08%
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 | |
|---|---|---|
| 0.0234 | 20.36 | |
| 0.0293 | 13.15 | |
| 0.9214 | 548.79 | |
| 0.0770 | 17.85 |
Estimation Period:
Jan 1, 1998 to Mar 19, 2026
Jan 1, 1998 to Mar 19, 2026
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