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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6095	3.69***
α ARCH Response to squared shocks	0.0957	8.28***
β GARCH Volatility persistence	0.8885	75.68***

γ₁	-0.0387	-2.49**
γ₂	0.0340	1.47
γ₃	0.0215	1.50
γ₄	-0.0241	-2.57**

V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Malaysian Ringgit Analyses