iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.72% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8194 | 5.75 | |
| 0.1054 | 9.56 | |
| 0.8575 | 64.97 | |
| -0.1091 | -1.98 | |
| 0.0808 | 0.95 | |
| 0.1254 | 2.35 | |
| -0.2180 | -5.37 | |
| 0.1938 | 4.35 | |
| -0.0617 | -1.25 | |
| -0.0297 | -0.57 | |
| 0.0202 | 0.53 |
Estimation Period:
Apr 1, 1996 to Jan 23, 2026
Apr 1, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Singapore Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs