iShares MSCI Singapore Capped ETF AGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
16.37%
decreased by 0.47%
1 Week
16.67%
decreased by 0.17%
1 Month
17.74%
increased by 0.90%
Analysis last updated: Thursday, May 21, 2026 at 02:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 3.59 | |
| 0.0863 | 44.24 | |
| 0.9042 | 499.84 | |
| 0.5120 | 21.21 |
Estimation Period:
Apr 1, 1996 to May 15, 2026
Apr 1, 1996 to May 15, 2026
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