iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:17.46% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8296 | 6.06 | |
| 0.1049 | 9.88 | |
| 0.8646 | 71.19 | |
| -0.1253 | -5.56 | |
| 0.1993 | 5.48 | |
| -0.1356 | -4.10 | |
| 0.1055 | 3.44 | |
| -0.0487 | -2.00 | |
| 0.0006 | 0.03 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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