iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.58% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 14.78 | |
| 0.0259 | 13.39 | |
| 0.9165 | 572.09 | |
| 0.1032 | 19.84 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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