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

V-Lab

| |

V-Lab

Malaysian Ringgit GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, January 15th, 2025:8.98% (+0.17%)

Analysis last updated: Tuesday, January 14, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5439	3.94
$α$	0.0449	90.00
$β$	0.9938	659.01
$ν$	2	357.27

Estimation Period:
Dec 30, 2005 to Jan 10, 2025