V-Lab: Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:3.66% (-0.01%)

Analysis last updated: Friday, April 26, 2024 at 07:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5889	3.73
$α$	0.0881	7.01
$β$	0.8786	55.70
$γ_{1}$	0.1856	1.46
$γ_{2}$	-0.3941	-2.10
$γ_{3}$	0.2814	2.15
$γ_{4}$	-0.1401	-1.17
$γ_{5}$	0.2368	1.93
$γ_{6}$	-0.4881	-3.18
$γ_{7}$	0.6245	3.70
$γ_{8}$	-0.4812	-3.65
$γ_{9}$	0.3264	3.31
$γ_{10}$	-0.2329	-2.81

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

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Volatility Forecasts

Volatility Forecasts