iShares MSCI Thailand ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.07% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 7.19 | |
| 0.1596 | 32.56 | |
| 0.9852 | 973.55 | |
| -0.0707 | -13.98 |
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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