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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	11.66***
α ARCH Response to squared shocks	0.0463	28.52***
β GARCH Volatility persistence	0.9465	728.07***
γ leverage Additional response to negative shocks	-0.1119	-10.60***
δ power Transformation power	1.9741	39.24***

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Singapore Dollar APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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