V-Lab: Malaysian Ringgit GARCH Volatility Analysis

V-Lab

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V-Lab

Malaysian Ringgit GARCH Volatility Analysis

Volatility Prediction for Monday, December 4th, 2023:6.03% (-0.25%)

Analysis last updated: Sunday, December 3, 2023 at 01:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0008	17.98
$α$	0.0821	34.89
$β$	0.9156	432.73

Estimation Period:
Dec 30, 2005 to Dec 1, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts