V-Lab: Malaysian Ringgit APARCH Volatility Analysis

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Malaysian Ringgit APARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:3.63% (-0.13%)

Analysis last updated: Friday, November 14, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	9.44
$α$	0.0890	28.18
$β$	0.9094	411.14
$γ$	-0.0043	-0.38
$δ$	1.9626	32.30

Estimation Period:
Dec 30, 2005 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts