V-Lab
V-Lab
iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:11.90% (-0.03%)
Analysis last updated: Monday, July 14, 2025 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Singapore Capped ETF GJR-GARCH
paramt-stat
ω0.021114.52
α0.027213.54
β0.9148560.22
γ0.104419.58
Estimation Period:
Apr 1, 1996 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts