iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
18.81%
decreased by 0.67%
1 Week
18.98%
decreased by 0.50%
1 Month
19.60%
increased by 0.12%
Analysis last updated: Friday, April 10, 2026 at 10:11 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 | 13.32 | |
| 0.9168 | 575.13 | |
| 0.1031 | 19.90 |
Estimation Period:
Apr 1, 1996 to Apr 10, 2026
Apr 1, 1996 to Apr 10, 2026
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