FTSE ST All-Share Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:8.84% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0299 | 13.43 | |
| 0.8104 | 182.31 | |
| 0.1448 | 28.47 | |
| 0.0883 | 6.39 | |
| 0.8975 | 23.54 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 30, 1999 to Apr 17, 2025
Aug 30, 1999 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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