V-Lab
V-Lab
Straits Times Index STI Asy. MEM Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:13.67% (+0.73%)

Analysis last updated: Thursday, April 25, 2024 at 10:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Straits Times Index STI AMEM
paramt-stat
ω0.016827.10
α0.136439.33
β0.8176332.34
γ0.064910.86
Estimation Period:
Jun 9, 1992 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts