US Dollar to Singapore Dollar EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:3.57% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0186 | -11.92 | |
| 0.1160 | 39.20 | |
| 0.9884 | 1,586.47 | |
| 0.0143 | 5.37 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Currencies