V-Lab
V-Lab

Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 4th, 2023:5.45% (-0.28%)

Analysis last updated: Sunday, December 3, 2023 at 02:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Malaysian Ringgit S0GARCH
paramt-stat
ω0.59503.73
α0.09006.89
β0.876855.17
γ10.21471.60
γ2-0.4443-2.23
γ30.32332.33
γ4-0.2013-1.54
γ50.32992.32
γ6-0.5671-3.45
γ70.62804.14
γ8-0.4236-3.66
γ90.26962.18
γ10-0.2004-1.77
Estimation Period:
Dec 30, 2005 to Dec 1, 2023
Impact of return on volatility tomorrow
Volatility Forecasts