iShares MSCI Philippines ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.95% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1033 | 18.25 | |
| 0.1120 | 22.42 | |
| 0.8282 | 127.30 |
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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