US Dollar to Malaysian Ringgit APARCH 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 0.21%
1 Week
5.92%
decreased by 0.21%
1 Month
5.93%
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 | 5.00 | |
| 0.0941 | 46.60 | |
| 0.9059 | 333.77 | |
| 0.0227 | 1.96 | |
| 1.9986 | 33.08 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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