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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1026	3.41***
α ARCH Response to squared shocks	0.0356	59.06***
β GARCH Volatility persistence	0.9930	474.67***
ν DF Student-t tail thickness	2.8249	28.44***

V-Lab

US Dollar to Singapore Dollar GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Singapore Dollar Analyses