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, December 23rd, 2024:5.49% (-0.23%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6611	3.40
$α$	0.0926	7.88
$β$	0.8958	79.28
$γ_{1}$	-0.0371	-4.27
$γ_{2}$	0.0476	3.63
$γ_{3}$	-0.0112	-1.52

Estimation Period:
Dec 30, 2005 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts