V-Lab
V-Lab
iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:22.74% (+5.33%)
Analysis last updated: Friday, April 4, 2025 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Singapore Capped ETF GAS-GARCH-T
paramt-stat
ω2.74336.19
α0.078346.23
β0.9933945.10
ν7.29858.12
Estimation Period:
Apr 1, 1996 to Apr 4, 2025