Straits Times Index STI EGARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
16.48%
decreased by 1.36%
1 Week
16.56%
decreased by 1.28%
1 Month
16.86%
decreased by 0.98%
Analysis last updated: Wednesday, June 10, 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 | |
|---|---|---|
| 0.0074 | 5.74 | |
| 0.2342 | 39.34 | |
| 0.9730 | 807.46 | |
| -0.0746 | -15.90 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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