Bursa Malaysia Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.32% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 17.43 | |
| 0.1096 | 12.38 | |
| 0.8722 | 202.75 | |
| 0.0192 | 1.54 |
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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