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, June 15th, 2026
1 Day
2.83%
decreased by 0.16%
1 Week
957,699.21%
increased by 957,696.22%
1 Month
153,639,213,744,408,430,000,000,000,000.00%
increased by 153,639,213,744,408,430,000,000,000,000.00%
Analysis last updated: Sunday, June 14, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7226 | 7,225,780.00 | |
| 0.0274 | 274,220.00 | |
| 0.5000 | 5,000,000.00 | |
| 7.3117 | 73,117,090.00 | |
| 0.4500 | 4,500,000.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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