Straits Times Index STI GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.22% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2775 | 6.91 | |
| 0.0948 | 41.13 | |
| 0.9868 | 498.91 | |
| 6.8387 | 7.84 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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