V-Lab
iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:17.35% (-0.76%)
Analysis last updated: Friday, April 26, 2024 at 09:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8984 | 6.10 | |
| 0.0953 | 9.92 | |
| 0.8805 | 79.80 | |
| -0.0773 | -4.12 | |
| 0.1187 | 4.27 | |
| -0.0803 | -3.96 | |
| 0.0812 | 3.93 | |
| -0.0582 | -4.08 |
Estimation Period:
Apr 1, 1996 to Apr 26, 2024
Apr 1, 1996 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
Other iShares MSCI Singapore Capped ETF Analyses