iShares MSCI Singapore Capped ETF APARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:15.88% (+1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 24.62 | |
| 0.0755 | 37.01 | |
| 0.9207 | 544.78 | |
| 0.4404 | 21.66 | |
| 1.5751 | 37.30 |
Estimation Period:
Apr 1, 1996 to Nov 7, 2025
Apr 1, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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