Straits Times Index STI APARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
16.63%
decreased by 1.24%
1 Week
16.75%
decreased by 1.12%
1 Month
17.16%
decreased by 0.71%
Analysis last updated: Wednesday, June 10, 2026 at 10:03 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 27.76 | |
| 0.1267 | 41.63 | |
| 0.8661 | 258.85 | |
| 0.2669 | 24.41 | |
| 1.5991 | 30.62 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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