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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6751	9.12***
α ARCH Response to squared shocks	0.0654	243.00***
β GARCH Volatility persistence	0.9990	8,840.71***
ν DF Student-t tail thickness	2.0005

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