iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
16.21%
increased by 0.69%
1 Week
16.53%
increased by 1.01%
1 Month
17.55%
increased by 2.03%
Analysis last updated: Tuesday, July 7, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8299 | 6.20 | |
| 0.1036 | 9.88 | |
| 0.8651 | 71.38 | |
| -0.1212 | -5.66 | |
| 0.1929 | 5.66 | |
| -0.1328 | -4.31 | |
| 0.1065 | 3.63 | |
| -0.0517 | -2.16 | |
| 0.0023 | 0.14 |
Estimation Period:
Apr 1, 1996 to Jul 2, 2026
Apr 1, 1996 to Jul 2, 2026
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