Straits Times Index STI GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
15.70%
decreased by 1.12%
1 Week
15.86%
decreased by 0.96%
1 Month
16.41%
decreased by 0.41%
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 | |
|---|---|---|
| 0.0254 | 25.26 | |
| 0.1367 | 37.05 | |
| 0.8475 | 257.61 |
Estimation Period:
Jan 1, 1990 to Jun 5, 2026
Jan 1, 1990 to Jun 5, 2026
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