V-Lab
iShares MSCI Singapore Capped ETF GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:16.91% (-0.72%)
Analysis last updated: Friday, April 26, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 19.92 | |
| 0.0924 | 44.23 | |
| 0.9041 | 488.71 |
Estimation Period:
Apr 1, 1996 to Apr 26, 2024
Apr 1, 1996 to Apr 26, 2024
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