V-Lab
V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 29th, 2024:4.62% (-0.18%)

Analysis last updated: Thursday, March 28, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Malaysian Ringgit S0GARCH
paramt-stat
ω0.59153.75
α0.08857.02
β0.878155.67
γ10.19681.53
γ2-0.4130-2.17
γ30.29602.23
γ4-0.1582-1.29
γ50.26252.07
γ6-0.5107-3.28
γ70.62883.83
γ8-0.4724-3.75
γ90.32573.18
γ10-0.2404-2.71
Estimation Period:
Dec 30, 2005 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts