V-Lab
iShares MSCI Singapore Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:14.72% (-0.65%)
Analysis last updated: Monday, April 29, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 2.97 | |
| 0.0823 | 42.34 | |
| 0.9109 | 517.26 | |
| 0.4759 | 18.28 |
Estimation Period:
Apr 1, 1996 to Apr 26, 2024
Apr 1, 1996 to Apr 26, 2024
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