iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:18.20% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6918 | 6.41 | |
| 0.0803 | 46.70 | |
| 0.9927 | 896.79 | |
| 7.1906 | 8.48 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
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