iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:18.76% (-0.56%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0216 | 14.92 | |
0.0267 | 13.51 | |
0.9145 | 559.66 | |
0.1057 | 19.89 |
Estimation Period:
Apr 1, 1996 to Oct 10, 2025
Apr 1, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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