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

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V-Lab

iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:14.19% (-0.58%)

Analysis last updated: Saturday, December 13, 2025 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0252	8.93
$β$	0.8650	193.98
$γ$	0.1296	25.60
$λ_{1}$	0.0111	7.82
$λ_{2}$	0.0600	6.47
$λ_{3}$	0.9352	94.94

Estimation Period:
Apr 1, 1996 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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