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 Friday, September 20th, 2024:16.31% (+0.36%)

Analysis last updated: Thursday, September 19, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5076	4.03
$α$	0.0452	89.60
$β$	0.9939	686.38
$ν$	2	336.58

Estimation Period:
Dec 30, 2005 to Sep 13, 2024