iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.25% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 14.76 | |
| 0.0257 | 13.35 | |
| 0.9168 | 574.07 | |
| 0.1029 | 19.85 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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