Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:2.92% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.88 | |
| 0.0901 | 23.24 | |
| 0.9081 | 411.82 | |
| -0.0025 | -0.39 |
Estimation Period:
Dec 30, 2005 to Dec 19, 2025
Dec 30, 2005 to Dec 19, 2025
News Impact Curve
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