Straits Times Index STI GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.33% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 25.11 | |
| 0.1369 | 36.80 | |
| 0.8477 | 256.48 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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