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{name} Model Equation

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Spline Coefficients

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Param	Value	t-stat
ωconst	0.1934	2.28**
αARCH	0.0653	60.73***
βGARCH	0.9990	2,215.08***
νDF	2.0017

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1934	2.28**
α ARCH Response to squared shocks	0.0653	60.73***
β GARCH Volatility persistence	0.9990	2,215.08***
ν DF Student-t tail thickness	2.0017

V-Lab

US Dollar to Malaysian Ringgit GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Malaysian Ringgit Analyses