Straits Times Index STI MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.74% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0449 | 16.84 | |
| 0.8130 | 196.57 | |
| 0.1339 | 30.38 | |
| 0.1101 | 0.77 | |
| 0.8980 | 0.74 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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