V-Lab: Malaysian Ringgit AGARCH Volatility Analysis

V-Lab

Malaysian Ringgit AGARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:10.43% (-0.10%)

Analysis last updated: Friday, May 16, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	18.69
$α$	0.0894	35.00
$β$	0.9076	392.04
$γ$	0.0127	2.47

Estimation Period:
Dec 30, 2005 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts