V-Lab: Malaysian Ringgit GJR-GARCH Volatility Analysis

V-Lab

Malaysian Ringgit GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:11.79% (+0.58%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0009	19.10
$α$	0.0875	23.02
$β$	0.9107	415.47
$γ$	-0.0004	-0.07

Estimation Period:
Dec 30, 2005 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts