Malaysian Ringgit GARCH Volatility Analysis
Volatility prediction for Friday, July 17th, 2026
1 Day
4.28%
decreased by 0.16%
1 Week
4.32%
decreased by 0.12%
1 Month
4.49%
increased by 0.05%
Analysis last updated: Thursday, July 16, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2005 to Jul 10, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 226 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0010 | 20.35*** |
α ARCH Response to squared shocks | 0.0858 | 36.55*** |
β GARCH Volatility persistence | 0.9111 | 433.66*** |
Persistence:
0.997
Half-life:
226 days
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