V-Lab
iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:17.82% (+1.72%)
Analysis last updated: Monday, April 22, 2024 at 09:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8994 | 6.10 | |
| 0.0954 | 9.93 | |
| 0.8805 | 79.81 | |
| -0.0775 | -4.13 | |
| 0.1190 | 4.28 | |
| -0.0805 | -3.96 | |
| 0.0814 | 3.92 | |
| -0.0581 | -4.06 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
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