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

V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:4.89% (-0.20%)

Analysis last updated: Friday, April 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6073	3.27
$α$	0.0943	7.91
$β$	0.8913	74.91
$γ_{1}$	-0.0427	-2.21
$γ_{2}$	0.0361	1.27
$γ_{3}$	0.0238	1.41
$γ_{4}$	-0.0232	-2.05

Estimation Period:
Dec 30, 2005 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts