V-Lab: Malaysian Ringgit EGARCH Volatility Analysis

V-Lab

Malaysian Ringgit EGARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:4.97% (-0.27%)

Analysis last updated: Thursday, July 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0191	-9.49
$α$	0.1807	40.18
$β$	0.9823	1,106.23
$γ$	-0.0085	-2.29

Estimation Period:
Dec 30, 2005 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts