V-Lab: iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:18.54% (-0.44%)

Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8195	5.65
$α$	0.1074	9.60
$β$	0.8558	64.29
$γ_{1}$	-0.1090	-1.91
$γ_{2}$	0.0766	0.88
$γ_{3}$	0.1361	2.53
$γ_{4}$	-0.2291	-5.36
$γ_{5}$	0.1971	4.03
$γ_{6}$	-0.0582	-1.07
$γ_{7}$	-0.0307	-0.55
$γ_{8}$	0.0176	0.44

Estimation Period:
Apr 1, 1996 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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