V-Lab: Malaysian Ringgit GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Malaysian Ringgit GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:6.94% (+0.19%)

Analysis last updated: Friday, April 26, 2024 at 07:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4242	4.15
$α$	0.0433	87.63
$β$	0.9941	730.41
$ν$	2	296.14

Estimation Period:
Dec 30, 2005 to Apr 26, 2024