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 Monday, June 30th, 2025:14.62% (-0.47%)

Analysis last updated: Friday, June 27, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8087	5.51
$α$	0.1073	9.60
$β$	0.8560	64.25
$γ_{1}$	-0.1114	-1.89
$γ_{2}$	0.0749	0.84
$γ_{3}$	0.1469	2.72
$γ_{4}$	-0.2394	-5.26
$γ_{5}$	0.1989	3.69
$γ_{6}$	-0.0539	-0.91
$γ_{7}$	-0.0305	-0.51
$γ_{8}$	0.0128	0.30

Estimation Period:
Apr 1, 1996 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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