Straits Times Index STI GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.57% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 25.12 | |
| 0.1369 | 36.82 | |
| 0.8476 | 256.55 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices