Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
4.56%
decreased by 0.19%
1 Week
4.60%
decreased by 0.15%
1 Month
4.75%
increased by 0.00%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 20.06 | |
| 0.0881 | 23.40 | |
| 0.9109 | 429.48 | |
| -0.0043 | -0.71 |
Estimation Period:
Dec 30, 2005 to May 22, 2026
Dec 30, 2005 to May 22, 2026
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