iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.47% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0167 | 7.04 | |
| 0.8792 | 257.54 | |
| 0.1210 | 29.61 | |
| 0.1174 | 5.18 | |
| 0.5770 | 6.97 | |
| 0.3723 | 4.00 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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