Malaysian Ringgit EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:3.49% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0202 | -9.85 | |
| 0.1826 | 40.87 | |
| 0.9819 | 1,094.68 | |
| -0.0078 | -2.09 |
Estimation Period:
Dec 30, 2005 to Dec 12, 2025
Dec 30, 2005 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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