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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6015	3.76***
α ARCH Response to squared shocks	0.0940	8.24***
β GARCH Volatility persistence	0.8897	76.15***

γ₁	-0.0381	-2.44**
γ₂	0.0326	1.40
γ₃	0.0238	1.67*
γ₄	-0.0265	-2.82***

V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Malaysian Ringgit Analyses