Straits Times Index STI GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.25% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 26.84 | |
| 0.0725 | 22.54 | |
| 0.8565 | 299.98 | |
| 0.1108 | 15.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices