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

V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:6.82% (-0.37%)

Analysis last updated: Friday, May 30, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6176	3.19
$α$	0.0956	8.02
$β$	0.8907	75.55
$γ_{1}$	-0.0422	-2.20
$γ_{2}$	0.0353	1.25
$γ_{3}$	0.0249	1.46
$γ_{4}$	-0.0247	-2.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts