iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.52% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0171 | 7.10 | |
| 0.8775 | 253.33 | |
| 0.1232 | 29.71 | |
| 0.1184 | 5.13 | |
| 0.5923 | 6.89 | |
| 0.3573 | 3.71 |
Estimation Period:
Apr 1, 1996 to Oct 31, 2025
Apr 1, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Singapore Capped ETF Analyses
Other MF2-GARCH Analyses on ETFs