V-Lab
V-Lab
iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:12.04% (-0.31%)
Analysis last updated: Monday, September 15, 2025 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Singapore Capped ETF GJR-GARCH
paramt-stat
ω0.021414.81
α0.026613.50
β0.9149562.69
γ0.105219.85
Estimation Period:
Apr 1, 1996 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts