V-Lab
V-Lab
US Dollar to Malaysian Ringgit EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:3.43% (-0.38%)

Analysis last updated: Sunday, May 5, 2024 at 03:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Malaysian Ringgit EGARCH
paramt-stat
ω-0.0350-7.22
α0.317921.02
β0.9714367.14
γ0.00671.31
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts