Singapore Dollar GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.18%
increased by 0.08%
1 Week
4.19%
increased by 0.09%
1 Month
4.25%
increased by 0.15%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1031 | 3.43 | |
| 0.0354 | 59.22 | |
| 0.9931 | 479.28 | |
| 2.8274 | 28.49 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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