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

V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:4.80% (-0.04%)

Analysis last updated: Friday, August 29, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6053	3.41
$α$	0.0962	8.06
$β$	0.8887	74.51
$γ_{1}$	-0.0412	-2.28
$γ_{2}$	0.0345	1.30
$γ_{3}$	0.0251	1.56
$γ_{4}$	-0.0256	-2.38

Estimation Period:
Dec 30, 2005 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts