Straits Times Index STI GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.31% (+2.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2781 | 6.91 | |
| 0.0949 | 41.14 | |
| 0.9868 | 498.91 | |
| 6.8380 | 7.85 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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