V-Lab: Malaysian Ringgit MF2-GARCH Volatility Analysis

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V-Lab

Malaysian Ringgit MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:0.57% (-5.60%)

Analysis last updated: Friday, April 19, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	1.0000	9999900.00
$β$	0.0420	420280.00
$γ$	-0.0840	-840350.00
$λ_{1}$	8.2638	82637660.00
$λ_{2}$	0.8319	8319230.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

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