iShares MSCI Singapore Capped ETF GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
18.22%
decreased by 0.70%
1 Week
18.44%
decreased by 0.48%
1 Month
19.29%
increased by 0.37%
Analysis last updated: Friday, May 15, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0241 | 21.81 | |
| 0.0988 | 45.62 | |
| 0.8955 | 458.06 |
Estimation Period:
Apr 1, 1996 to May 15, 2026
Apr 1, 1996 to May 15, 2026
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