V-Lab: Malaysian Ringgit EGARCH Volatility Analysis

V-Lab

Malaysian Ringgit EGARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:9.58% (-0.73%)

Analysis last updated: Sunday, May 11, 2025 at 01:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0177	-8.74
$α$	0.1807	39.92
$β$	0.9828	1,105.54
$γ$	-0.0089	-2.41

Estimation Period:
Dec 30, 2005 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts