US Dollar to Malaysian Ringgit MF2-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
0.99%
decreased by 2.49%
1 Week
1.41%
decreased by 2.07%
1 Month
2.58%
decreased by 0.90%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7062 | 7,062,490.00 | |
| 0.0438 | 437,510.00 | |
| 0.5000 | 5,000,000.00 | |
| 7.1568 | 71,568,480.00 | |
| 0.5073 | 5,072,850.00 | |
| 0.0231 | 230,510.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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