iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:18.22% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8192 | 5.73 | |
| 0.1055 | 9.58 | |
| 0.8576 | 65.18 | |
| -0.1098 | -1.98 | |
| 0.0814 | 0.95 | |
| 0.1262 | 2.36 | |
| -0.2191 | -5.36 | |
| 0.1941 | 4.31 | |
| -0.0614 | -1.23 | |
| -0.0294 | -0.56 | |
| 0.0194 | 0.50 |
Estimation Period:
Apr 1, 1996 to Jan 9, 2026
Apr 1, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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