iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.60% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8290 | 6.04 | |
| 0.1051 | 9.87 | |
| 0.8644 | 71.05 | |
| -0.1260 | -5.55 | |
| 0.2002 | 5.46 | |
| -0.1358 | -4.06 | |
| 0.1051 | 3.40 | |
| -0.0479 | -1.96 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 1, 1996 to Feb 20, 2026
Apr 1, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Singapore Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs