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Param	Value	t-stat
ωconst	0.0011	2.39**
αARCH	0.0886	7.13***
βGARCH	0.9098	106.38***
γleverage	-0.0119	-0.27
δpower	1.9480	8.11***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0011	2.39**
α ARCH Response to squared shocks	0.0886	7.13***
β GARCH Volatility persistence	0.9098	106.38***
γ leverage Additional response to negative shocks	-0.0119	-0.27
δ power Transformation power	1.9480	8.11***

V-Lab

Malaysian Ringgit APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Malaysian Ringgit Analyses