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, November 11th, 2025:14.25% (+0.29%)

Analysis last updated: Monday, November 10, 2025 at 10:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8140	5.65
$α$	0.1072	9.59
$β$	0.8557	64.16
$γ_{1}$	-0.1131	-2.01
$γ_{2}$	0.0843	0.97
$γ_{3}$	0.1293	2.41
$γ_{4}$	-0.2239	-5.34
$γ_{5}$	0.1951	4.12
$γ_{6}$	-0.0581	-1.11
$γ_{7}$	-0.0329	-0.61
$γ_{8}$	0.0214	0.54

Estimation Period:
Apr 1, 1996 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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