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

V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:11.88% (+0.57%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6274	3.09
$α$	0.0960	8.05
$β$	0.8909	75.98
$γ_{1}$	-0.0425	-2.18
$γ_{2}$	0.0355	1.24
$γ_{3}$	0.0250	1.45
$γ_{4}$	-0.0247	-2.14

Estimation Period:
Dec 30, 2005 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts