FTSE ST All-Share Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:10.40% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 19.72 | |
| 0.1301 | 29.84 | |
| 0.8588 | 220.26 |
Estimation Period:
Aug 30, 1999 to Apr 17, 2025
Aug 30, 1999 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices