V-Lab
iShares MSCI Singapore Capped ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:16.12% (-0.53%)
Analysis last updated: Wednesday, April 24, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 23.27 | |
| 0.0688 | 33.92 | |
| 0.9273 | 587.29 | |
| 0.4253 | 19.13 | |
| 1.6415 | 33.62 |
Estimation Period:
Apr 1, 1996 to Apr 19, 2024
Apr 1, 1996 to Apr 19, 2024
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