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, December 23rd, 2024:11.51% (-0.11%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5474	3.98
$α$	0.0450	90.35
$β$	0.9939	674.71
$ν$	2	363.10

Estimation Period:
Dec 30, 2005 to Dec 20, 2024