V-Lab: Malaysian Ringgit Spline-GARCH Volatility Analysis

V-Lab

Malaysian Ringgit Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:10.89% (-0.58%)

Analysis last updated: Sunday, May 11, 2025 at 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7356	4.74
$α$	0.0931	8.14
$β$	0.8931	77.24
$γ_{1}$	-0.0176	-5.71
$γ_{2}$	0.0344	5.65

Estimation Period:
Dec 30, 2005 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts