iShares MSCI Singapore Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.58% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7144 | 6.40 | |
| 0.0813 | 47.05 | |
| 0.9928 | 901.71 | |
| 7.1864 | 8.59 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
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