US Dollar to Malaysian Ringgit AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
8.22%
decreased by 0.20%
1 Week
8.50%
increased by 0.08%
1 Month
9.75%
increased by 1.33%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.93 | |
| 0.1519 | 54.67 | |
| 0.8806 | 460.55 | |
| 0.0192 | 3.85 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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