Straits Times Index STI AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.03% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 16.78 | |
| 0.1195 | 40.21 | |
| 0.8607 | 300.62 | |
| 0.3267 | 30.27 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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