iShares MSCI Thailand ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.66% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 18.52 | |
| 0.0773 | 27.30 | |
| 0.9195 | 399.09 | |
| 0.3908 | 16.42 | |
| 1.5292 | 29.45 |
Estimation Period:
Apr 1, 2008 to Feb 6, 2026
Apr 1, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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