Singapore Dollar Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
3.28%
decreased by 0.01%
1 Week
3.31%
increased by 0.02%
1 Month
3.39%
increased by 0.10%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9751 | 8.05 | |
| 0.0481 | 9.63 | |
| 0.9440 | 169.20 | |
| 0.0000 | -0.18 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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