Straits Times Index STI GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.64% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 26.87 | |
| 0.0725 | 22.54 | |
| 0.8565 | 300.12 | |
| 0.1106 | 15.01 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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