V-Lab: Malaysian Ringgit GJR-GARCH Volatility Analysis

V-Lab

Malaysian Ringgit GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:3.31% (-0.08%)

Analysis last updated: Wednesday, July 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	19.60
$α$	0.0882	22.99
$β$	0.9092	413.65
$γ$	-0.0006	-0.09

Estimation Period:
Dec 30, 2005 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts