Singapore Dollar GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.50% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1045 | 3.42 | |
| 0.0355 | 60.25 | |
| 0.9931 | 481.62 | |
| 2.8119 | 29.30 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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