iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.68% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6986 | 6.38 | |
| 0.0805 | 46.84 | |
| 0.9927 | 893.56 | |
| 7.1596 | 8.56 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
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