iShares MSCI Thailand ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.17% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 4.61 | |
| 0.0853 | 33.77 | |
| 0.9028 | 376.62 | |
| 0.5163 | 20.15 |
Estimation Period:
Apr 1, 2008 to Feb 6, 2026
Apr 1, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Thailand ETF Analyses
Other AGARCH Analyses on ETFs