V-Lab
V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:3.98% (-0.11%)

Analysis last updated: Sunday, April 21, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Malaysian Ringgit S0GARCH
paramt-stat
ω0.58473.69
α0.08787.01
β0.878855.82
γ10.18541.44
γ2-0.3942-2.08
γ30.28252.16
γ4-0.1439-1.20
γ50.24421.98
γ6-0.4953-3.22
γ70.62753.75
γ8-0.4811-3.69
γ90.32883.31
γ10-0.2371-2.83
Estimation Period:
Dec 30, 2005 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts