V-Lab
V-Lab
Straits Times Index STI APARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:13.41% (+0.08%)

Analysis last updated: Thursday, April 18, 2024 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Straits Times Index STI APARCH
paramt-stat
ω0.021925.76
α0.115237.73
β0.8801320.62
γ0.258622.11
δ1.599637.62
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts