iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:16.44% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0248 | 8.86 | |
| 0.8670 | 196.60 | |
| 0.1288 | 25.48 | |
| 0.0106 | 7.89 | |
| 0.0558 | 6.40 | |
| 0.9396 | 101.16 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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