iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.28%
decreased by 0.40%
1 Week
15.74%
increased by 0.06%
1 Month
16.88%
increased by 1.20%
Analysis last updated: Friday, May 22, 2026 at 10:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0161 | 6.86 | |
| 0.8799 | 260.65 | |
| 0.1210 | 29.84 | |
| 0.1195 | 5.03 | |
| 0.5834 | 6.68 | |
| 0.3650 | 3.72 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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