V-Lab
V-Lab
Straits Times Index STI MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:10.44% (-0.33%)

Analysis last updated: Thursday, May 16, 2024 at 10:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Straits Times Index STI MF2-GARCH
paramt-stat
m86
α0.042015.48
β0.8352219.90
γ0.117228.72
λ10.11010.84
λ20.89990.81
λ30.00000.00
Estimation Period:
Jan 1, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts