V-Lab
V-Lab
US Dollar to Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:3.23% (-0.16%)

Analysis last updated: Monday, May 6, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Malaysian Ringgit GJR-GARCH
paramt-stat
ω0.000110.71
α0.092220.26
β0.9055460.82
γ0.00450.46
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts