V-Lab: Malaysian Ringgit GARCH Volatility Analysis

V-Lab

|

V-Lab

Malaysian Ringgit GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 12th, 2021:3.61% (+0.14%)

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0011	14.31
$α$	0.1101	33.69
$β$	0.8899	297.22

Estimation Period:
Jan 2, 2006 to May 7, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts