FTSE ST All-Share Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
14.11%
increased by 2.64%
1 Week
14.22%
increased by 2.75%
1 Month
14.59%
increased by 3.12%
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 | |
|---|---|---|
| 0.0011 | 0.73 | |
| 0.2319 | 32.73 | |
| 0.9712 | 668.84 | |
| -0.0863 | -15.78 |
Estimation Period:
Aug 30, 1999 to Apr 30, 2026
Aug 30, 1999 to Apr 30, 2026
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