V-Lab
V-Lab
Straits Times Index STI EGARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:13.45% (-0.29%)

Analysis last updated: Friday, April 19, 2024 at 10:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Straits Times Index STI EGARCH
paramt-stat
ω0.00685.82
α0.210742.25
β0.97821004.32
γ-0.0666-15.74
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts