iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.13% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7376 | 6.41 | |
| 0.0819 | 47.02 | |
| 0.9928 | 899.23 | |
| 7.1943 | 8.60 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
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