V-Lab: iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis

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V-Lab

iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:19.91% (-0.82%)

Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0170	7.08
$β$	0.8773	252.83
$γ$	0.1240	29.77
$λ_{1}$	0.1195	5.13
$λ_{2}$	0.5920	6.87
$λ_{3}$	0.3578	3.70

Estimation Period:
Apr 1, 1996 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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