Straits Times Index STI APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.95% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 27.57 | |
| 0.1266 | 41.37 | |
| 0.8665 | 258.03 | |
| 0.2662 | 24.33 | |
| 1.6011 | 30.55 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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