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V-Lab

Singapore Telecommunications Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.83% (-2.25%)
Analysis last updated: Friday, February 13, 2026 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Singapore Telecommunications SGARCH
paramt-stat
ω0.90126.61
α0.10176.19
β0.791723.55
γ10.07280.70
γ2-0.2196-1.43
γ30.18001.81
γ40.06130.64
γ5-0.2295-2.29
γ60.35243.64
γ7-0.4403-4.37
γ80.35553.19
γ9-0.1872-1.10
Estimation Period:
Sep 2, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts