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 3rd, 2025:13.28% (+0.99%)

Analysis last updated: Wednesday, July 2, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5423	3.99
$α$	0.0454	92.09
$β$	0.9939	683.10
$ν$	2.1309	348.24

Estimation Period:
Dec 30, 2005 to Jun 27, 2025