iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:13.75% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 14.75 | |
| 0.0259 | 13.37 | |
| 0.9162 | 570.14 | |
| 0.1037 | 19.90 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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