Straits Times Index STI GJR-GARCH Volatility Analysis
Volatility prediction for Friday, July 3rd, 2026
1 Day
11.50%
increased by 0.44%
1 Week
11.86%
increased by 0.80%
1 Month
13.07%
increased by 2.01%
Analysis last updated: Thursday, July 2, 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 | |
|---|---|---|
| 0.0254 | 27.08 | |
| 0.0726 | 22.59 | |
| 0.8556 | 300.64 | |
| 0.1113 | 15.15 |
Estimation Period:
Jan 1, 1990 to Jun 26, 2026
Jan 1, 1990 to Jun 26, 2026
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