iShares MSCI Singapore Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.61% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8223 | 6.03 | |
| 0.1052 | 9.80 | |
| 0.8640 | 70.73 | |
| -0.1278 | -5.64 | |
| 0.2033 | 5.55 | |
| -0.1376 | -4.13 | |
| 0.1047 | 3.38 | |
| -0.0431 | -1.64 | |
| -0.0159 | -0.45 |
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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