V-Lab: Malaysian Ringgit AGARCH Volatility Analysis

V-Lab

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V-Lab

Malaysian Ringgit AGARCH Volatility Analysis

Volatility Prediction for Wednesday, January 15th, 2025:4.91% (+1.24%)

Analysis last updated: Tuesday, January 14, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	18.65
$α$	0.0863	34.13
$β$	0.9099	391.68
$γ$	0.0098	1.88

Estimation Period:
Dec 30, 2005 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts