V-Lab: Malaysian Ringgit MF2-GARCH Volatility Analysis

V-Lab

Malaysian Ringgit MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:0.79% (-2.28%)

Analysis last updated: Friday, April 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.9009	9,008,790.00
$β$	0.0618	617,750.00
$γ$	0.0747	746,930.00
$λ_{1}$	6.7395	67,394,910.00
$λ_{2}$	0.9176	9,176,370.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Apr 18, 2025

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Volatility Forecasts

Volatility Forecasts