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Param	Value	t-stat
ωconst	0.0011	4.98***
αARCH	0.0899	9.15***
βGARCH	0.9056	100.20***
γleverage	0.0105	0.52

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0011	4.98***
α ARCH Response to squared shocks	0.0899	9.15***
β GARCH Volatility persistence	0.9056	100.20***
γ leverage Additional response to negative shocks	0.0105	0.52

V-Lab

Malaysian Ringgit AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Malaysian Ringgit Analyses