FTSE ST All-Share Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:9.19% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 1.33 | |
| 0.2239 | 29.81 | |
| 0.9737 | 677.62 | |
| -0.0849 | -15.25 |
Estimation Period:
Aug 30, 1999 to Apr 17, 2025
Aug 30, 1999 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices