Straits Times Index STI APARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:17.95% (+5.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0258 | 27.58 | |
| 0.1264 | 41.37 | |
| 0.8666 | 258.31 | |
| 0.2665 | 24.32 | |
| 1.5999 | 30.52 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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