Straits Times Index STI GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.24%
decreased by 0.39%
1 Week
17.26%
decreased by 0.37%
1 Month
17.33%
decreased by 0.30%
Analysis last updated: Friday, June 12, 2026 at 10:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2746 | 7.04 | |
| 0.0955 | 40.78 | |
| 0.9865 | 494.98 | |
| 6.8316 | 7.88 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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