iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:19.94% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 14.81 | |
| 0.0265 | 13.54 | |
| 0.9155 | 566.18 | |
| 0.1040 | 19.78 |
Estimation Period:
Apr 1, 1996 to Dec 12, 2025
Apr 1, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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