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Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:11.66% (-0.26%)
Analysis last updated: Thursday, March 12, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Malaysian Ringgit S0GARCH
paramt-stat
ω1.12362.09
α0.11186.90
β0.886954.82
γ10.00460.03
γ2-0.1538-0.59
γ30.18871.02
γ4-0.0173-0.09
γ5-0.0864-0.48
γ60.07740.48
γ70.13780.58
γ8-1.4393-1.34
γ93.78771.37
γ10-3.8135-1.41
Estimation Period:
Dec 30, 2005 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts