V-Lab: Malaysian Ringgit AGARCH Volatility Analysis

V-Lab

Malaysian Ringgit AGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:5.09% (-0.23%)

Analysis last updated: Sunday, July 6, 2025 at 01:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0011	18.93
$α$	0.0897	35.15
$β$	0.9067	392.51
$γ$	0.0122	2.37

Estimation Period:
Dec 30, 2005 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts