iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:17.68% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 14.88 | |
| 0.0266 | 13.49 | |
| 0.9149 | 562.65 | |
| 0.1053 | 19.89 |
Estimation Period:
Apr 1, 1996 to Oct 17, 2025
Apr 1, 1996 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Singapore Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs