V-Lab
V-Lab
iShares MSCI Singapore Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:42.40% (+22.95%)
Analysis last updated: Friday, April 4, 2025 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Singapore Capped ETF GJR-GARCH
paramt-stat
ω0.018613.68
α0.023712.57
β0.9223578.59
γ0.098219.97
Estimation Period:
Apr 1, 1996 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts