Straits Times Index STI APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.20% (+4.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 27.56 | |
| 0.1267 | 41.37 | |
| 0.8664 | 257.62 | |
| 0.2661 | 24.33 | |
| 1.6012 | 30.55 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices