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

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V-Lab

Malaysian Ringgit GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:9.59% (+0.56%)

Analysis last updated: Friday, January 27, 2023, 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3456	4.48
$α$	0.0436	86.47
$β$	0.9944	844.17
$ν$	2	259.43

Estimation Period:
Dec 30, 2005 to Jan 27, 2023