iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.56% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8290 | 6.04 | |
| 0.1051 | 9.87 | |
| 0.8644 | 71.07 | |
| -0.1262 | -5.54 | |
| 0.2005 | 5.44 | |
| -0.1360 | -4.05 | |
| 0.1049 | 3.39 | |
| -0.0475 | -1.94 | |
| -0.0003 | -0.02 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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