Straits Times Index STI GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.18%
increased by 0.36%
1 Week
17.28%
increased by 0.46%
1 Month
17.64%
increased by 0.82%
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 | |
|---|---|---|
| 0.0254 | 25.26 | |
| 0.1367 | 37.05 | |
| 0.8475 | 257.61 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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