FTSE ST All-Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.09% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 19.43 | |
| 0.0598 | 21.41 | |
| 0.8711 | 287.88 | |
| 0.1102 | 12.78 |
Estimation Period:
Aug 30, 1999 to Apr 17, 2025
Aug 30, 1999 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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