V-Lab
iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:14.40% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7770 | 6.42 | |
| 0.0824 | 47.10 | |
| 0.9928 | 900.05 | |
| 7.2083 | 8.60 |
Estimation Period:
Apr 1, 1996 to Jun 27, 2025
Apr 1, 1996 to Jun 27, 2025
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