Singapore Dollar AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.09% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 18.31 | |
| 0.0473 | 38.57 | |
| 0.9451 | 689.33 | |
| -0.0263 | -5.79 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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