FTSE STRAITS TIMES INDEX AGARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, June 17: 16.09% (-0.60)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSTION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (SGD): $3,161.43 Return: 0.98% 1 Week Pred: 16.21%
Avg Week Vol: 16.46% Avg Month Vol: 15.36% 1 Month Pred: 16.63%
Min Vol: 6.83% Max Vol: 72.47% 6 Months Pred: 18.56%
Avg Vol: 19.68% Vol of Vol: 21% 1 Year Pred: 19.65%

Documentation