V-Lab: Malaysian Ringgit AGARCH Volatility Analysis

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V-Lab

Malaysian Ringgit AGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:7.32% (+2.40%)

Analysis last updated: Friday, January 27, 2023, 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0009	16.78
$α$	0.0793	33.18
$β$	0.9165	395.21
$γ$	-0.0045	-0.80

Estimation Period:
Dec 30, 2005 to Jan 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts