Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:2.40% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6079 | 3.42 | |
| 0.0967 | 8.04 | |
| 0.8882 | 74.24 | |
| -0.0414 | -2.34 | |
| 0.0358 | 1.37 | |
| 0.0222 | 1.41 | |
| -0.0228 | -2.17 |
Estimation Period:
Dec 30, 2005 to Oct 18, 2025
Dec 30, 2005 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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