V-Lab
iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:13.21% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7859 | 6.40 | |
| 0.0825 | 47.20 | |
| 0.9928 | 897.61 | |
| 7.1826 | 8.67 |
Estimation Period:
Apr 1, 1996 to May 30, 2025
Apr 1, 1996 to May 30, 2025
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