V-Lab: Singapore Dollar GAS-GARCH Student T Volatility Analysis

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V-Lab

Singapore Dollar GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:5.26% (+0.35%)

Analysis last updated: Friday, May 3, 2024 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1093	3.38
$α$	0.0367	61.82
$β$	0.9932	481.88
$ν$	3	31.86

Estimation Period:
Jan 2, 1990 to May 3, 2024