V-Lab
iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:21.37% (-1.04%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0108 | 4.93 | |
| 0.8911 | 286.54 | |
| 0.1143 | 30.52 | |
| 0.1439 | 7.55 | |
| 0.8024 | 24.30 | |
| 0.1396 | 3.60 |
Estimation Period:
Apr 1, 1996 to Dec 20, 2024
Apr 1, 1996 to Dec 20, 2024
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