V-Lab
V-Lab
Straits Times Index STI Asy. MEM Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:11.83% (-0.40%)

Analysis last updated: Friday, May 3, 2024 at 10:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Straits Times Index STI AMEM
paramt-stat
ω0.016827.13
α0.136239.34
β0.8176332.61
γ0.065210.91
Estimation Period:
Jun 9, 1992 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts