iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
16.31%
decreased by 0.89%
1 Week
16.49%
decreased by 0.71%
1 Month
17.16%
decreased by 0.04%
Analysis last updated: Friday, May 22, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6783 | 6.40 | |
| 0.0801 | 46.45 | |
| 0.9927 | 889.51 | |
| 7.1898 | 8.44 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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