Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:3.48% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.86 | |
| 0.0897 | 23.21 | |
| 0.9084 | 413.08 | |
| -0.0020 | -0.32 |
Estimation Period:
Dec 30, 2005 to Nov 28, 2025
Dec 30, 2005 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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