iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:14.21% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0166 | 7.02 | |
| 0.8794 | 257.81 | |
| 0.1208 | 29.60 | |
| 0.1180 | 5.13 | |
| 0.5804 | 6.88 | |
| 0.3686 | 3.88 |
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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