SINGAPORE DOLLAR GJR-GARCH VOLATILITY GRAPH?

Volatility Prediction for Tuesday, May 21: 5.20% (+0.02)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (SGD): $1.25 Return: -0.4% 1 Week Pred: 5.21%
Avg Week Vol: 5.04% Avg Month Vol: 4.01% 1 Month Pred: 5.24%
Min Vol: 2.24% Max Vol: 23.82% 6 Months Pred: 5.41%
Avg Vol: 5.53% Vol of Vol: 6.32% 1 Year Pred: 5.51%