Straits Times Index STI GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.77% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 25.10 | |
| 0.1370 | 36.81 | |
| 0.8476 | 256.29 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices