V-Lab
iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:14.74% (-0.38%)
Analysis last updated: Friday, May 3, 2024 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0152 | 6.83 | |
| 0.8941 | 292.87 | |
| 0.1103 | 29.12 | |
| 0.1257 | 5.30 | |
| 0.6759 | 7.05 | |
| 0.2724 | 2.56 |
Estimation Period:
Apr 1, 1996 to May 3, 2024
Apr 1, 1996 to May 3, 2024
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