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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0001	10.71***
α ARCH Response to squared shocks	0.0901	20.83***
β GARCH Volatility persistence	0.9056	494.86***
γ leverage Additional response to negative shocks	0.0086	0.91

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US Dollar to Malaysian Ringgit GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Malaysian Ringgit Analyses