V-Lab: Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:7.84% (+0.23%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6664	3.36
$α$	0.0937	7.94
$β$	0.8949	78.91
$γ_{1}$	-0.0372	-4.36
$γ_{2}$	0.0482	3.74
$γ_{3}$	-0.0120	-1.65

Estimation Period:
Dec 30, 2005 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts