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, July 29th, 2024:7.02% (+0.16%)

Analysis last updated: Friday, July 26, 2024 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4473	4.09
$α$	0.0431	88.02
$β$	0.9940	712.06
$ν$	2	313.26

Estimation Period:
Dec 30, 2005 to Jul 26, 2024