Malaysian Ringgit EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:2.81% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0199 | -9.76 | |
| 0.1808 | 40.38 | |
| 0.9821 | 1,101.04 | |
| -0.0077 | -2.08 |
Estimation Period:
Dec 30, 2005 to Oct 10, 2025
Dec 30, 2005 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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