iShares MSCI Thailand ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.15% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 14.15 | |
| 0.0309 | 9.05 | |
| 0.9163 | 421.46 | |
| 0.0871 | 11.00 |
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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