Malaysian Ringgit GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, October 9th, 2026
1 Day
6.39%
decreased by 0.31%
1 Week
6.53%
decreased by 0.17%
1 Month
7.03%
increased by 0.33%
Analysis last updated: Thursday, October 8, 2026 at 07:16 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2005 to Oct 2, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.10 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
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Unreliable tails: v = 2.10 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.7018 | 0.91 |
| αARCH | 0.0452 | 23.02*** |
| βGARCH | 0.9934 | 142.65*** |
| νDF | 2.0953 | 103.42*** |
0.993
Persistence105d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7018 | 0.91 |
α ARCH Response to squared shocks | 0.0452 | 23.02*** |
β GARCH Volatility persistence | 0.9934 | 142.65*** |
ν DF Student-t tail thickness | 2.0953 | 103.42*** |
Persistence:
0.993
Half-life:
105 days
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