iShares MSCI Singapore Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.17% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8217 | 6.01 | |
| 0.1052 | 9.80 | |
| 0.8640 | 70.77 | |
| -0.1282 | -5.63 | |
| 0.2038 | 5.54 | |
| -0.1378 | -4.12 | |
| 0.1046 | 3.37 | |
| -0.0427 | -1.62 | |
| -0.0160 | -0.45 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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