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 24th, 2025:16.59% (-0.86%)

Analysis last updated: Friday, November 21, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8205	5.72
$α$	0.1065	9.57
$β$	0.8565	64.52
$γ_{1}$	-0.1089	-1.94
$γ_{2}$	0.0783	0.91
$γ_{3}$	0.1314	2.46
$γ_{4}$	-0.2240	-5.38
$γ_{5}$	0.1954	4.17
$γ_{6}$	-0.0591	-1.14
$γ_{7}$	-0.0315	-0.58
$γ_{8}$	0.0200	0.51

Estimation Period:
Apr 1, 1996 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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