iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.87% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7247 | 6.39 | |
| 0.0814 | 47.01 | |
| 0.9928 | 898.43 | |
| 7.1745 | 8.61 |
Estimation Period:
Apr 1, 1996 to Nov 21, 2025
Apr 1, 1996 to Nov 21, 2025
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