iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:14.12% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0247 | 8.81 | |
| 0.8669 | 196.18 | |
| 0.1289 | 25.49 | |
| 0.0105 | 7.87 | |
| 0.0559 | 6.40 | |
| 0.9395 | 101.11 |
Estimation Period:
Apr 1, 1996 to Jan 16, 2026
Apr 1, 1996 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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