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{name} Model Equation

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Param	Value	t-stat
ωconst	0.5898	0.91
αARCH	0.0454	22.77***
βGARCH	0.9934	141.81***
νDF	2.1150	85.03***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5898	0.91
α ARCH Response to squared shocks	0.0454	22.77***
β GARCH Volatility persistence	0.9934	141.81***
ν DF Student-t tail thickness	2.1150	85.03***

V-Lab

Malaysian Ringgit GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Malaysian Ringgit Analyses