V-Lab
V-Lab
Straits Times Index STI Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:12.24% (+0.22%)

Analysis last updated: Thursday, May 2, 2024 at 10:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Straits Times Index STI AMEM
paramt-stat
ω0.016827.13
α0.136339.36
β0.8175332.46
γ0.065110.90
Estimation Period:
Jun 9, 1992 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts