Straits Times Index STI APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.56%
decreased by 0.31%
1 Week
17.64%
decreased by 0.23%
1 Month
17.93%
increased by 0.06%
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 | |
|---|---|---|
| 0.0260 | 27.76 | |
| 0.1267 | 41.63 | |
| 0.8661 | 258.85 | |
| 0.2669 | 24.41 | |
| 1.5991 | 30.62 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
Other APARCH Analyses on Equity Indices