Singapore Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
4.39%
increased by 0.17%
1 Week
4.40%
increased by 0.18%
1 Month
4.44%
increased by 0.22%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1035 | 3.42 | |
| 0.0354 | 59.27 | |
| 0.9931 | 480.68 | |
| 2.8249 | 28.67 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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