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 Tuesday, July 7th, 2026
1 Day
0.97%
decreased by 2.26%
1 Week
1.55%
decreased by 1.68%
1 Month
2.38%
decreased by 0.85%
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 | |
|---|---|---|
| 21 | ||
| 0.7251 | 7,250,900.00 | |
| 0.0249 | 249,100.00 | |
| 0.5000 | 5,000,000.00 | |
| 7.3306 | 73,306,170.00 | |
| 0.5100 | 5,100,000.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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