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

V-Lab

Malaysian Ringgit GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:10.49% (-0.23%)

Analysis last updated: Friday, April 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5624	3.93
$α$	0.0446	90.34
$β$	0.9938	659.90
$ν$	2.1204	365.08

Estimation Period:
Dec 30, 2005 to Apr 18, 2025