V-Lab: Malaysian Ringgit MF2-GARCH Volatility Analysis

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V-Lab

Malaysian Ringgit MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:1.40% (-12.39%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.9027	9026710.00
$β$	0.0618	617750.00
$γ$	0.0711	711080.00
$λ_{1}$	6.8703	68702920.00
$λ_{2}$	0.9176	9176370.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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