iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 1st, 2026
1 Day
17.91%
increased by 0.82%
1 Week
18.10%
increased by 1.01%
1 Month
18.78%
increased by 1.69%
Analysis last updated: Thursday, April 30, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 14.78 | |
| 0.0256 | 13.29 | |
| 0.9167 | 574.74 | |
| 0.1032 | 19.90 |
Estimation Period:
Apr 1, 1996 to Apr 24, 2026
Apr 1, 1996 to Apr 24, 2026
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