V-Lab: Malaysian Ringgit GJR-GARCH Volatility Analysis

V-Lab

Malaysian Ringgit GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:5.40% (-0.23%)

Analysis last updated: Wednesday, April 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0009	19.29
$α$	0.0873	22.92
$β$	0.9113	413.30
$γ$	-0.0028	-0.45

Estimation Period:
Dec 30, 2005 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts