V-Lab: Malaysian Ringgit GJR-GARCH Volatility Analysis

V-Lab

Malaysian Ringgit GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:4.99% (-0.18%)

Analysis last updated: Friday, April 18, 2025 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0009	19.24
$α$	0.0870	22.88
$β$	0.9117	415.34
$γ$	-0.0031	-0.49

Estimation Period:
Dec 30, 2005 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts