FTSE ST All-Share Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
14.38%
increased by 1.59%
1 Week
14.47%
increased by 1.68%
1 Month
14.79%
increased by 2.00%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3936 | 8.58 | |
| 0.0978 | 57.39 | |
| 0.9911 | 905.97 | |
| 6.7280 | 12.95 |
Estimation Period:
Aug 30, 1999 to Apr 30, 2026
Aug 30, 1999 to Apr 30, 2026
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