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Param	Value	t-stat
ωconst	0.6040	3.81***
αARCH	0.0971	8.22***
βGARCH	0.8861	73.15***

γ₁	-0.0380	-2.52**
γ₂	0.0329	1.46
γ₃	0.0233	1.68*
γ₄	-0.0263	-2.92***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6040	3.81***
α ARCH Response to squared shocks	0.0971	8.22***
β GARCH Volatility persistence	0.8861	73.15***

γ₁	-0.0380	-2.52**
γ₂	0.0329	1.46
γ₃	0.0233	1.68*
γ₄	-0.0263	-2.92***

V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Malaysian Ringgit Analyses