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, March 17th, 2025:3.90% (-0.17%)

Analysis last updated: Monday, March 17, 2025 at 05:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6562	3.51
$α$	0.0933	7.92
$β$	0.8947	78.56
$γ_{1}$	-0.0368	-4.41
$γ_{2}$	0.0478	3.79
$γ_{3}$	-0.0120	-1.70

Estimation Period:
Dec 30, 2005 to Mar 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts