Singapore Dollar EGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:3.66% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0187 | -11.96 | |
| 0.1160 | 39.22 | |
| 0.9883 | 1,583.88 | |
| 0.0144 | 5.39 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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