Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:5.67% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 20.06 | |
| 0.0892 | 23.16 | |
| 0.9088 | 414.59 | |
| -0.0019 | -0.30 |
Estimation Period:
Dec 30, 2005 to Nov 14, 2025
Dec 30, 2005 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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