iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.84% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8118 | 5.71 | |
| 0.1051 | 9.55 | |
| 0.8576 | 64.94 | |
| -0.1128 | -2.05 | |
| 0.0867 | 1.02 | |
| 0.1218 | 2.29 | |
| -0.2151 | -5.32 | |
| 0.1920 | 4.35 | |
| -0.0611 | -1.25 | |
| -0.0300 | -0.59 | |
| 0.0205 | 0.54 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Singapore Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs