iShares MSCI Philippines ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.64% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6720 | 26.74 | |
| 0.0990 | 21.56 | |
| 0.9357 | 301.46 | |
| 10.2048 | 2.62 |
Estimation Period:
Sep 29, 2010 to Feb 6, 2026
Sep 29, 2010 to Feb 6, 2026
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