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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0006	19.23***
α ARCH Response to squared shocks	0.0565	22.76***
β GARCH Volatility persistence	0.9463	727.91***
γ leverage Additional response to negative shocks	-0.0201	-5.73***

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US Dollar to Singapore Dollar GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Singapore Dollar Analyses