Singapore Technologies Engr GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.42% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 15.29 | |
| 0.0482 | 17.75 | |
| 0.9351 | 498.17 | |
| 0.0176 | 3.28 |
Estimation Period:
Jan 6, 1998 to Feb 6, 2026
Jan 6, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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