iShares MSCI Singapore Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:15.11% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0077 | 3.86 | |
| 0.0881 | 44.19 | |
| 0.9026 | 489.72 | |
| 0.5046 | 21.06 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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