Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:2.77% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.66 | |
| 0.0887 | 22.99 | |
| 0.9094 | 415.81 | |
| -0.0023 | -0.37 |
Estimation Period:
Dec 30, 2005 to Oct 10, 2025
Dec 30, 2005 to Oct 10, 2025
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