Singapore Dollar GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:3.46% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 19.32 | |
| 0.0565 | 22.67 | |
| 0.9463 | 725.13 | |
| -0.0201 | -5.69 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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