iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.12%
decreased by 1.05%
1 Week
18.26%
decreased by 0.91%
1 Month
18.78%
decreased by 0.39%
Analysis last updated: Friday, June 12, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6783 | 6.35 | |
| 0.0798 | 46.34 | |
| 0.9927 | 880.04 | |
| 7.1320 | 8.52 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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