iShares MSCI Philippines ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.53% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 16.21 | |
| 0.0313 | 7.86 | |
| 0.8694 | 189.49 | |
| 0.1115 | 8.99 |
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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