iShares MSCI Philippines ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.63% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 12.15 | |
| 0.0876 | 23.82 | |
| 0.8646 | 192.43 | |
| 0.6385 | 21.38 |
Estimation Period:
Sep 29, 2010 to Feb 6, 2026
Sep 29, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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