V-Lab: Malaysian Ringgit GARCH Volatility Analysis

V-Lab

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V-Lab

Malaysian Ringgit GARCH Volatility Analysis

Volatility Prediction for Monday, November 28th, 2022:9.83% (+0.73%)

Analysis last updated: Friday, November 25, 2022, 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0007	16.13
$α$	0.0760	33.80
$β$	0.9220	441.97

Estimation Period:
Dec 30, 2005 to Nov 25, 2022

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts