Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
5.29%
decreased by 0.23%
1 Week
5.32%
decreased by 0.20%
1 Month
5.44%
decreased by 0.08%
Analysis last updated: Friday, April 3, 2026 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 20.14 | |
| 0.0890 | 23.33 | |
| 0.9090 | 419.69 | |
| -0.0025 | -0.40 |
Estimation Period:
Dec 30, 2005 to Apr 3, 2026
Dec 30, 2005 to Apr 3, 2026
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