iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:13.00% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0246 | 8.80 | |
| 0.8672 | 196.50 | |
| 0.1288 | 25.46 | |
| 0.0105 | 7.87 | |
| 0.0554 | 6.38 | |
| 0.9400 | 101.75 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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