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

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V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 3rd, 2025:3.46% (-0.14%)

Analysis last updated: Tuesday, December 2, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6100	3.45
$α$	0.0974	8.10
$β$	0.8874	74.32
$γ_{1}$	-0.0412	-2.37
$γ_{2}$	0.0357	1.39
$γ_{3}$	0.0218	1.41
$γ_{4}$	-0.0226	-2.24

Estimation Period:
Dec 30, 2005 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts