iShares MSCI Philippines ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.80% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 6.94 | |
| 0.1870 | 25.17 | |
| 0.9550 | 347.90 | |
| -0.0864 | -13.44 |
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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