Singapore Dollar MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, May 29th, 2026
1 Day
-0.00%
decreased by 3.29%
1 Week
0.64%
decreased by 2.65%
1 Month
1.00%
decreased by 2.29%
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 | |
|---|---|---|
| 81 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 10.0000 | 10.96 | |
| 1.0000 | 12.97 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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