V-Lab: Malaysian Ringgit GARCH Volatility Analysis

V-Lab

Malaysian Ringgit GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:4.16% (-0.16%)

Analysis last updated: Monday, July 14, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	19.71
$α$	0.0872	35.38
$β$	0.9101	418.24

Estimation Period:
Dec 30, 2005 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts