Malaysian Ringgit GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.80%
decreased by 0.15%
1 Week
5.82%
decreased by 0.13%
1 Month
5.92%
decreased by 0.03%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0010 | 19.92 | |
| 0.0883 | 23.77 | |
| 0.9113 | 432.90 | |
| -0.0050 | -0.83 |
Estimation Period:
Dec 30, 2005 to Jul 3, 2026
Dec 30, 2005 to Jul 3, 2026
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