FTSE STRAITS TIMES INDEX EGARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 7.91% (-0.21)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (SGD): $3,449.30 Return: -0.09% 1 Week Pred: 8.1%
Avg Week Vol: 8.13% Avg Month Vol: 8.62% 1 Month Pred: 8.8%
Min Vol: 6.56% Max Vol: 78.09% 6 Months Pred: 13.07%
Avg Vol: 19.58% Vol of Vol: 20.54% 1 Year Pred: 15.92%

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