iShares MSCI Singapore Capped ETF Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.42%
decreased by 0.87%
1 Week
20.50%
decreased by 0.79%
1 Month
20.77%
decreased by 0.52%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8252 | 6.10 | |
| 0.1040 | 9.88 | |
| 0.8650 | 71.44 | |
| -0.1245 | -5.70 | |
| 0.1986 | 5.71 | |
| -0.1371 | -4.36 | |
| 0.1095 | 3.64 | |
| -0.0541 | -2.04 | |
| 0.0082 | 0.21 |
Estimation Period:
Apr 1, 1996 to Jun 5, 2026
Apr 1, 1996 to Jun 5, 2026
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