Straits Times Index STI GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.43%
decreased by 0.38%
1 Week
17.52%
decreased by 0.29%
1 Month
17.82%
increased by 0.01%
Analysis last updated: Tuesday, June 9, 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
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