V-Lab
iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:12.89% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7645 | 6.41 | |
| 0.0822 | 47.38 | |
| 0.9928 | 911.70 | |
| 7.2133 | 8.63 |
Estimation Period:
Apr 1, 1996 to Jul 25, 2025
Apr 1, 1996 to Jul 25, 2025
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