V-Lab: iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:13.37% (-0.15%)

Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8209	5.62
$α$	0.1075	9.59
$β$	0.8559	64.30
$γ_{1}$	-0.1076	-1.85
$γ_{2}$	0.0710	0.80
$γ_{3}$	0.1456	2.69
$γ_{4}$	-0.2370	-5.27
$γ_{5}$	0.1974	3.74
$γ_{6}$	-0.0528	-0.90
$γ_{7}$	-0.0345	-0.59
$γ_{8}$	0.0181	0.43

Estimation Period:
Apr 1, 1996 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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