Straits Times Index STI GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.72%
decreased by 0.80%
1 Week
16.83%
decreased by 0.69%
1 Month
17.23%
decreased by 0.29%
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 | |
|---|---|---|
| 0.0253 | 27.07 | |
| 0.0726 | 22.59 | |
| 0.8559 | 301.05 | |
| 0.1110 | 15.13 |
Estimation Period:
Jan 1, 1990 to Jun 12, 2026
Jan 1, 1990 to Jun 12, 2026
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