Straits Times Index STI GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.44% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2768 | 6.90 | |
| 0.0948 | 41.14 | |
| 0.9869 | 498.91 | |
| 6.8347 | 7.85 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
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