Straits Times Index STI EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.50% (+1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 5.71 | |
| 0.2339 | 38.96 | |
| 0.9733 | 807.68 | |
| -0.0746 | -15.82 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices