V-Lab: Malaysian Ringgit Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Malaysian Ringgit Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:3.51% (-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
$ω$	0.7172	4.74
$α$	0.0865	8.00
$β$	0.8997	80.31
$γ_{1}$	-0.0191	-5.20
$γ_{2}$	0.0345	4.56

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts