V-Lab: Malaysian Ringgit MF2-GARCH Volatility Analysis

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Malaysian Ringgit MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 19th, 2025:0.99% (-0.11%)

Analysis last updated: Thursday, December 18, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7287	7,287,220.00
$β$	0.0213	212,780.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	7.7366	77,365,930.00
$λ_{2}$	0.5100	5,100,020.00
$λ_{3}$	0.0000	110.00

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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