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{name} Model Equation

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Param	Value	t-stat
ωconst	-0.0208	-2.56**
αARCH	0.1803	10.42***
βGARCH	0.9817	276.62***
γleverage	-0.0065	-0.45

Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0208	-2.56**
α ARCH Response to squared shocks	0.1803	10.42***
β GARCH Volatility persistence	0.9817	276.62***
γ leverage Additional response to negative shocks	-0.0065	-0.45

V-Lab

Malaysian Ringgit EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Malaysian Ringgit Analyses