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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0011	5.17***
αARCH	0.0889	9.17***
βGARCH	0.9076	104.58***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0011	5.17***
α ARCH Response to squared shocks	0.0889	9.17***
β GARCH Volatility persistence	0.9076	104.58***

V-Lab

Malaysian Ringgit GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Malaysian Ringgit Analyses