Bursa Malaysia Bhd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.34% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.2941 | 4.98 | |
| 0.0888 | 96.68 | |
| 0.9963 | 1,443.92 | |
| 2.9444 | 103.64 |
Estimation Period:
Mar 17, 2005 to Feb 6, 2026
Mar 17, 2005 to Feb 6, 2026
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