Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:5.63% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 20.30 | |
| 0.0897 | 23.30 | |
| 0.9085 | 416.76 | |
| -0.0029 | -0.46 |
Estimation Period:
Dec 30, 2005 to Mar 14, 2026
Dec 30, 2005 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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