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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1025	3.42***
α ARCH Response to squared shocks	0.0355	59.42***
β GARCH Volatility persistence	0.9930	476.50***
ν DF Student-t tail thickness	2.8252	28.54***

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Singapore Dollar GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Singapore Dollar Analyses