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, April 13th, 2026
1 Day
1.95%
decreased by 2.91%
1 Week
2.40%
decreased by 2.46%
1 Month
3.32%
decreased by 1.54%
Analysis last updated: Friday, April 10, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0131 | 15.73 | |
| 1.0000 | 104.66 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
Other Malaysian Ringgit Analyses
Other MF2-GARCH Analyses on Currencies