Bursa Malaysia Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.77% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2977 | 3.29 | |
| 0.1230 | 5.88 | |
| 0.8176 | 28.35 | |
| -0.1303 | -2.99 | |
| 0.1945 | 3.20 | |
| -0.0329 | -0.80 | |
| -0.0884 | -2.13 | |
| 0.0839 | 2.48 |
Estimation Period:
Mar 17, 2005 to Feb 13, 2026
Mar 17, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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