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

V-Lab

Malaysian Ringgit GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:7.73% (-0.05%)

Analysis last updated: Wednesday, July 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5320	3.89
$α$	0.0458	91.95
$β$	0.9937	646.55
$ν$	2.1320	331.78

Estimation Period:
Dec 30, 2005 to Jul 25, 2025