iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.60%
decreased by 1.07%
1 Week
21.61%
decreased by 1.06%
1 Month
21.48%
decreased by 1.19%
Analysis last updated: Friday, June 12, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0238 | 8.56 | |
| 0.8675 | 197.34 | |
| 0.1275 | 25.63 | |
| 0.0115 | 7.64 | |
| 0.0585 | 6.24 | |
| 0.9365 | 93.58 |
Estimation Period:
Apr 1, 1996 to Jun 12, 2026
Apr 1, 1996 to Jun 12, 2026
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