Malaysian Ringgit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:11.66% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1236 | 2.09 | |
| 0.1118 | 6.90 | |
| 0.8869 | 54.82 | |
| 0.0046 | 0.03 | |
| -0.1538 | -0.59 | |
| 0.1887 | 1.02 | |
| -0.0173 | -0.09 | |
| -0.0864 | -0.48 | |
| 0.0774 | 0.48 | |
| 0.1378 | 0.58 | |
| -1.4393 | -1.34 | |
| 3.7877 | 1.37 | |
| -3.8135 | -1.41 |
Estimation Period:
Dec 30, 2005 to Mar 6, 2026
Dec 30, 2005 to Mar 6, 2026
News Impact Curve
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