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 Monday, November 3rd, 2025:14.77% (-0.66%)

Analysis last updated: Friday, October 31, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8197	5.70
$α$	0.1070	9.59
$β$	0.8559	64.27
$γ_{1}$	-0.1087	-1.93
$γ_{2}$	0.0771	0.89
$γ_{3}$	0.1337	2.50
$γ_{4}$	-0.2262	-5.37
$γ_{5}$	0.1957	4.09
$γ_{6}$	-0.0578	-1.09
$γ_{7}$	-0.0326	-0.60
$γ_{8}$	0.0204	0.51

Estimation Period:
Apr 1, 1996 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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