V-Lab
V-Lab
iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:48.85% (+28.61%)
Analysis last updated: Friday, April 4, 2025 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Singapore Capped ETF MF2-GARCH
paramt-stat
m86
α0.01406.40
β0.8912283.81
γ0.115029.19
λ10.14573.27
λ20.72463.92
λ30.21751.07
Estimation Period:
Apr 1, 1996 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts