iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.02% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 14.77 | |
| 0.0258 | 13.37 | |
| 0.9166 | 572.52 | |
| 0.1031 | 19.84 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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