iShares MSCI Thailand ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.61% (+6.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5331 | 5.16 | |
| 0.0849 | 6.38 | |
| 0.8958 | 65.12 | |
| -0.0087 | -0.51 | |
| 0.0366 | 1.55 | |
| -0.0387 | -3.27 |
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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