V-Lab: iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis

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V-Lab

iShares MSCI Singapore Capped ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:19.04% (-0.77%)

Analysis last updated: Friday, November 21, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0169	7.07
$β$	0.8778	253.78
$γ$	0.1228	29.69
$λ_{1}$	0.1180	5.14
$λ_{2}$	0.5904	6.91
$λ_{3}$	0.3591	3.75

Estimation Period:
Apr 1, 1996 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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