Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:2.86% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.71 | |
| 0.0893 | 23.12 | |
| 0.9090 | 415.05 | |
| -0.0021 | -0.33 |
Estimation Period:
Dec 30, 2005 to Oct 24, 2025
Dec 30, 2005 to Oct 24, 2025
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