Malaysian Ringgit MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 4th, 2026
1 Day
0.58%
decreased by 8.90%
1 Week
0.87%
decreased by 8.61%
1 Month
1.39%
decreased by 8.09%
Analysis last updated: Friday, May 1, 2026 at 07:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7255 | 7,255,020.00 | |
| 0.0245 | 244,980.00 | |
| 0.5000 | 5,000,000.00 | |
| 7.4140 | 74,139,640.00 | |
| 0.5102 | 5,101,910.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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