Straits Times Index STI AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.11% (+3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 16.63 | |
| 0.1195 | 40.24 | |
| 0.8606 | 300.60 | |
| 0.3281 | 30.44 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices