iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:17.17% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 14.78 | |
| 0.0260 | 13.41 | |
| 0.9161 | 569.70 | |
| 0.1038 | 19.89 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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