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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9823	8.09***
α ARCH Response to squared shocks	0.0481	9.67***
β GARCH Volatility persistence	0.9440	169.87***

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Singapore Dollar Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Singapore Dollar Analyses