V-Lab
V-Lab
Straits Times Index STI MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:10.26% (-0.52%)

Analysis last updated: Thursday, May 2, 2024 at 10:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Straits Times Index STI MF2-GARCH
paramt-stat
m86
α0.042015.50
β0.8352219.97
γ0.117228.69
λ10.11040.84
λ20.89980.81
λ30.00000.00
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts