Singapore Dollar EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.97% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0188 | -11.95 | |
| 0.1164 | 39.21 | |
| 0.9883 | 1,578.76 | |
| 0.0142 | 5.33 |
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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