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, September 25th, 2023:5.53% (-0.21%)

Analysis last updated: Friday, September 22, 2023 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3959	4.33
$α$	0.0435	88.18
$β$	0.9943	792.90
$ν$	2	292.67

Estimation Period:
Dec 30, 2005 to Sep 22, 2023