V-Lab
iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:14.02% (+1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7798 | 6.41 | |
| 0.0825 | 47.12 | |
| 0.9928 | 899.24 | |
| 7.2020 | 8.62 |
Estimation Period:
Apr 1, 1996 to Jun 20, 2025
Apr 1, 1996 to Jun 20, 2025
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