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, December 15th, 2025:13.70% (-0.54%)

Analysis last updated: Saturday, December 13, 2025 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8174	5.69
$α$	0.1062	9.56
$β$	0.8568	64.66
$γ_{1}$	-0.1097	-1.97
$γ_{2}$	0.0803	0.93
$γ_{3}$	0.1286	2.41
$γ_{4}$	-0.2214	-5.38
$γ_{5}$	0.1945	4.23
$γ_{6}$	-0.0592	-1.16
$γ_{7}$	-0.0329	-0.62
$γ_{8}$	0.0225	0.57

Estimation Period:
Apr 1, 1996 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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