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

V-Lab

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V-Lab

iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 31st, 2025:12.97% (-0.19%)

Analysis last updated: Thursday, January 30, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0111	5.02
$β$	0.8907	283.92
$γ$	0.1136	30.36
$λ_{1}$	0.1427	7.55
$λ_{2}$	0.8084	25.29
$λ_{3}$	0.1331	3.53

Estimation Period:
Apr 1, 1996 to Jan 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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