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

V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:3.53% (+0.37%)

Analysis last updated: Wednesday, September 17, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6032	3.44
$α$	0.0964	8.04
$β$	0.8882	74.02
$γ_{1}$	-0.0413	-2.31
$γ_{2}$	0.0348	1.32
$γ_{3}$	0.0244	1.53
$γ_{4}$	-0.0250	-2.34

Estimation Period:
Dec 30, 2005 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts