V-Lab: Malaysian Ringgit EGARCH Volatility Analysis

V-Lab

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V-Lab

Malaysian Ringgit EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:3.46% (-0.18%)

Analysis last updated: Monday, April 22, 2024 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0173	-8.62
$α$	0.1652	38.48
$β$	0.9842	1136.47
$γ$	0.0010	0.29

Estimation Period:
Dec 30, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts