iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:17.60% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7557 | 6.40 | |
| 0.0822 | 46.98 | |
| 0.9927 | 893.54 | |
| 7.1794 | 8.63 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
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