V-Lab: Malaysian Ringgit GJR-GARCH Volatility Analysis

V-Lab

Malaysian Ringgit GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:7.39% (-0.33%)

Analysis last updated: Friday, May 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0009	19.27
$α$	0.0871	22.95
$β$	0.9108	415.52
$γ$	-0.0006	-0.10

Estimation Period:
Dec 30, 2005 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts