Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:4.26% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.84 | |
| 0.0900 | 23.28 | |
| 0.9082 | 412.42 | |
| -0.0026 | -0.40 |
Estimation Period:
Dec 30, 2005 to Jan 2, 2026
Dec 30, 2005 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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