iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
15.67%
decreased by 0.70%
1 Week
16.02%
decreased by 0.35%
1 Month
17.12%
increased by 0.75%
Analysis last updated: Friday, May 22, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8305 | 6.13 | |
| 0.1045 | 9.90 | |
| 0.8646 | 71.26 | |
| -0.1229 | -5.62 | |
| 0.1956 | 5.59 | |
| -0.1342 | -4.23 | |
| 0.1066 | 3.57 | |
| -0.0513 | -2.13 | |
| 0.0023 | 0.14 |
Estimation Period:
Apr 1, 1996 to May 22, 2026
Apr 1, 1996 to May 22, 2026
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