Straits Times Index STI APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.40% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 27.52 | |
| 0.1266 | 41.35 | |
| 0.8664 | 257.79 | |
| 0.2665 | 24.36 | |
| 1.6014 | 30.56 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices