FTSE ST All-Share Index GARCH Volatility Analysis
Volatility prediction for Friday, June 5th, 2026
1 Day
13.76%
increased by 1.61%
1 Week
13.91%
increased by 1.76%
1 Month
14.44%
increased by 2.29%
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 | |
|---|---|---|
| 0.0183 | 21.15 | |
| 0.1357 | 32.84 | |
| 0.8510 | 229.82 |
Estimation Period:
Aug 30, 1999 to Apr 30, 2026
Aug 30, 1999 to Apr 30, 2026
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