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 Wednesday, February 5th, 2025:13.63% (+1.07%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6013	3.96
$α$	0.0447	90.58
$β$	0.9938	666.55
$ν$	2	401.13

Estimation Period:
Dec 30, 2005 to Jan 31, 2025