iShares MSCI Singapore Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:21.23% (+4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8229 | 6.04 | |
| 0.1049 | 9.82 | |
| 0.8642 | 70.92 | |
| -0.1273 | -5.65 | |
| 0.2025 | 5.58 | |
| -0.1374 | -4.17 | |
| 0.1054 | 3.42 | |
| -0.0443 | -1.69 | |
| -0.0141 | -0.41 |
Estimation Period:
Apr 1, 1996 to Mar 13, 2026
Apr 1, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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