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

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V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:2.92% (-0.08%)

Analysis last updated: Monday, October 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6041	3.45
$α$	0.0963	8.03
$β$	0.8883	74.12
$γ_{1}$	-0.0412	-2.33
$γ_{2}$	0.0352	1.35
$γ_{3}$	0.0233	1.48
$γ_{4}$	-0.0239	-2.28

Estimation Period:
Dec 30, 2005 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts