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

V-Lab

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V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 28th, 2024:5.72% (-0.28%)

Analysis last updated: Friday, October 25, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6581	3.42
$α$	0.0936	7.81
$β$	0.8945	77.26
$γ_{1}$	-0.0373	-4.23
$γ_{2}$	0.0474	3.56
$γ_{3}$	-0.0104	-1.40

Estimation Period:
Dec 30, 2005 to Oct 25, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts