V-Lab
V-Lab
Straits Times Index STI GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:12.51% (-0.56%)

Analysis last updated: Friday, April 26, 2024 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Straits Times Index STI GJR-GARCH
paramt-stat
ω0.021425.40
α0.066720.24
β0.8714324.55
γ0.097415.15
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts