Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.66%
decreased by 0.25%
1 Week
5.69%
decreased by 0.22%
1 Month
5.79%
decreased by 0.12%
Analysis last updated: Sunday, June 14, 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 | 20.00 | |
| 0.0883 | 23.54 | |
| 0.9111 | 431.17 | |
| -0.0047 | -0.77 |
Estimation Period:
Dec 30, 2005 to Jun 12, 2026
Dec 30, 2005 to Jun 12, 2026
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