FTSE ST All-Share Index AGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
16.68%
increased by 5.66%
1 Week
16.71%
increased by 5.69%
1 Month
16.83%
increased by 5.81%
Analysis last updated: Friday, June 5, 2026 at 08:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 20.00 | |
| 0.1441 | 53.23 | |
| 0.8323 | 342.22 | |
| 0.2863 | 32.31 |
Estimation Period:
Aug 30, 1999 to Apr 30, 2026
Aug 30, 1999 to Apr 30, 2026
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