V-Lab
V-Lab
Straits Times Index STI EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:11.61% (-0.53%)

Analysis last updated: Tuesday, April 30, 2024 at 10:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Straits Times Index STI EGARCH
paramt-stat
ω0.00685.80
α0.210742.30
β0.97821003.28
γ-0.0668-15.79
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts