Straits Times Index STI GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.89% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2773 | 6.91 | |
| 0.0949 | 41.18 | |
| 0.9868 | 499.16 | |
| 6.8394 | 7.85 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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