Singapore Dollar EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
3.55%
increased by 0.02%
1 Week
3.61%
increased by 0.08%
1 Month
3.83%
increased by 0.30%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0189 | -12.05 | |
| 0.1156 | 39.28 | |
| 0.9883 | 1,581.32 | |
| 0.0146 | 5.47 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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