iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:17.33% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 14.81 | |
| 0.0264 | 13.47 | |
| 0.9155 | 566.16 | |
| 0.1044 | 19.85 |
Estimation Period:
Apr 1, 1996 to Nov 28, 2025
Apr 1, 1996 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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