iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.24% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7019 | 6.38 | |
| 0.0808 | 46.85 | |
| 0.9927 | 893.56 | |
| 7.1609 | 8.58 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
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