iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:17.90% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6927 | 6.40 | |
| 0.0803 | 46.74 | |
| 0.9927 | 895.98 | |
| 7.1805 | 8.50 |
Estimation Period:
Apr 1, 1996 to Mar 6, 2026
Apr 1, 1996 to Mar 6, 2026
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