Bursa Malaysia Bhd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.76% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 18.84 | |
| 0.2223 | 32.04 | |
| 0.9733 | 621.51 | |
| -0.0022 | -0.32 |
Estimation Period:
Mar 17, 2005 to Feb 6, 2026
Mar 17, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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