iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.10% (+1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6954 | 6.40 | |
| 0.0805 | 46.81 | |
| 0.9927 | 895.17 | |
| 7.1738 | 8.53 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
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