iShares MSCI Singapore Capped ETF GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:14.36% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0243 | 21.47 | |
| 0.1010 | 45.63 | |
| 0.8936 | 448.12 |
Estimation Period:
Apr 1, 1996 to Nov 14, 2025
Apr 1, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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