iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:18.22% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7166 | 6.40 | |
| 0.0810 | 46.85 | |
| 0.9927 | 895.17 | |
| 7.1759 | 8.56 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
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