iShares MSCI Thailand ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.21% (+6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7140 | 7.01 | |
| 0.0846 | 6.38 | |
| 0.8959 | 64.59 | |
| 0.0121 | 4.56 |
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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