Singapore Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
3.39%
increased by 0.06%
1 Week
3.41%
increased by 0.08%
1 Month
3.48%
increased by 0.15%
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 | |
|---|---|---|
| 0.9744 | 8.03 | |
| 0.0481 | 9.63 | |
| 0.9440 | 169.11 | |
| 0.0000 | -0.21 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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