iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
20.48%
increased by 0.48%
1 Week
20.52%
increased by 0.52%
1 Month
20.65%
increased by 0.65%
Analysis last updated: Tuesday, June 16, 2026 at 10:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8303 | 6.17 | |
| 0.1036 | 9.88 | |
| 0.8654 | 71.63 | |
| -0.1218 | -5.63 | |
| 0.1937 | 5.62 | |
| -0.1331 | -4.27 | |
| 0.1060 | 3.58 | |
| -0.0504 | -2.10 | |
| 0.0010 | 0.06 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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