V-Lab: Malaysian Ringgit APARCH Volatility Analysis

V-Lab

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V-Lab

Malaysian Ringgit APARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:3.29% (-0.10%)

Analysis last updated: Wednesday, April 24, 2024 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	8.69
$α$	0.0803	26.58
$β$	0.9197	446.43
$γ$	-0.0394	-3.38
$δ$	1.9014	29.40

Estimation Period:
Dec 30, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts