V-Lab
V-Lab
Straits Times Index STI AGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:13.05% (-0.47%)

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 AGARCH
paramt-stat
ω0.011612.97
α0.107840.49
β0.8759342.67
γ0.330027.66
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts