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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6390	1.98**
αARCH	0.1677	10.65***
βGARCH	0.8234	62.70***

γ₁	-0.0967	-3.31***
γ₂	0.1493	3.50***
γ₃	-0.0231	-0.81
γ₄	-0.0787	-2.88***
γ₅	0.0527	2.16**
γ₆	0.0118	0.58
γ₇	-0.0204	-0.87

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6390	1.98**
α ARCH Response to squared shocks	0.1677	10.65***
β GARCH Volatility persistence	0.8234	62.70***

γ₁	-0.0967	-3.31***
γ₂	0.1493	3.50***
γ₃	-0.0231	-0.81
γ₄	-0.0787	-2.88***
γ₅	0.0527	2.16**
γ₆	0.0118	0.58
γ₇	-0.0204	-0.87

V-Lab

US Dollar to Malaysian Ringgit Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Malaysian Ringgit Analyses