iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:18.63% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0166 | 7.00 | |
| 0.8795 | 258.46 | |
| 0.1207 | 29.64 | |
| 0.1183 | 5.11 | |
| 0.5807 | 6.84 | |
| 0.3682 | 3.86 |
Estimation Period:
Apr 1, 1996 to Mar 6, 2026
Apr 1, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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