Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
7.17%
increased by 1.53%
1 Week
7.18%
increased by 1.54%
1 Month
7.23%
increased by 1.59%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 20.02 | |
| 0.0883 | 23.45 | |
| 0.9110 | 430.53 | |
| -0.0046 | -0.76 |
Estimation Period:
Dec 30, 2005 to Jun 5, 2026
Dec 30, 2005 to Jun 5, 2026
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