iShares MSCI Singapore Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:14.52% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8292 | 6.06 | |
| 0.1051 | 9.87 | |
| 0.8643 | 70.98 | |
| -0.1257 | -5.56 | |
| 0.1998 | 5.48 | |
| -0.1358 | -4.09 | |
| 0.1056 | 3.43 | |
| -0.0488 | -2.00 | |
| 0.0008 | 0.05 |
Estimation Period:
Apr 1, 1996 to Feb 27, 2026
Apr 1, 1996 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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