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{name} Model Equation

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Param	Value	t-stat
ωconst	0.1022	0.86
αARCH	0.0354	14.95***
βGARCH	0.9931	120.45***
νDF	2.8248	7.19***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1022	0.86
α ARCH Response to squared shocks	0.0354	14.95***
β GARCH Volatility persistence	0.9931	120.45***
ν DF Student-t tail thickness	2.8248	7.19***

V-Lab

Singapore Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Singapore Dollar Analyses