Straits Times Index STI GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
11.06%
increased by 0.13%
1 Week
11.44%
increased by 0.51%
1 Month
12.73%
increased by 1.80%
Analysis last updated: Thursday, May 21, 2026 at 09:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 26.96 | |
| 0.0724 | 22.54 | |
| 0.8562 | 301.04 | |
| 0.1110 | 15.13 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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