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

V-Lab

Malaysian Ringgit GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:7.52% (-0.35%)

Analysis last updated: Tuesday, September 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5533	3.88
$α$	0.0452	91.96
$β$	0.9938	646.56
$ν$	2.1255	346.68

Estimation Period:
Dec 30, 2005 to Sep 12, 2025