iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
15.46%
decreased by 0.36%
1 Week
15.83%
increased by 0.01%
1 Month
16.98%
increased by 1.16%
Analysis last updated: Tuesday, April 28, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8306 | 6.11 | |
| 0.1049 | 9.91 | |
| 0.8643 | 71.13 | |
| -0.1238 | -5.60 | |
| 0.1970 | 5.55 | |
| -0.1348 | -4.19 | |
| 0.1063 | 3.52 | |
| -0.0504 | -2.08 | |
| 0.0017 | 0.10 |
Estimation Period:
Apr 1, 1996 to Apr 24, 2026
Apr 1, 1996 to Apr 24, 2026
Other iShares MSCI Singapore Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs