V-Lab: iShares MSCI Singapore Capped ETF Spline-GARCH Volatility Analysis

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V-Lab

iShares MSCI Singapore Capped ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:13.37% (-0.44%)

Analysis last updated: Tuesday, November 11, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8092	5.64
$α$	0.1073	9.40
$β$	0.8551	63.39
$γ_{1}$	-0.1136	-2.02
$γ_{2}$	0.0837	0.97
$γ_{3}$	0.1329	2.49
$γ_{4}$	-0.2300	-5.51
$γ_{5}$	0.2029	4.26
$γ_{6}$	-0.0675	-1.23
$γ_{7}$	-0.0191	-0.31
$γ_{8}$	-0.0079	-0.10

Estimation Period:
Apr 1, 1996 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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