Bursa Malaysia Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.63% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1027 | 3.17 | |
| 0.1309 | 5.83 | |
| 0.7962 | 25.70 | |
| -0.2307 | -3.76 | |
| 0.3136 | 3.74 | |
| -0.0627 | -1.04 | |
| 0.0084 | 0.13 | |
| -0.1319 | -1.88 | |
| 0.2495 | 2.82 |
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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