Straits Times Index STI GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
16.68%
decreased by 1.13%
1 Week
16.80%
decreased by 1.01%
1 Month
17.20%
decreased by 0.61%
Analysis last updated: Wednesday, June 10, 2026 at 10:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 27.04 | |
| 0.0725 | 22.56 | |
| 0.8561 | 301.01 | |
| 0.1109 | 15.12 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
Other GJR-GARCH Analyses on Equity Indices