US Dollar to Malaysian Ringgit GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
5.92%
decreased by 0.22%
1 Week
5.93%
decreased by 0.21%
1 Month
5.94%
decreased by 0.20%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 10.71 | |
| 0.0901 | 20.75 | |
| 0.9059 | 489.39 | |
| 0.0081 | 0.85 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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