iShares MSCI Thailand ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.22% (+3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 16.72 | |
| 0.0848 | 29.46 | |
| 0.9086 | 346.91 |
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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