Carlsberg Brewery Malaysia EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.39% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 28.53 | |
| 0.2198 | 40.09 | |
| 0.9565 | 432.80 | |
| 0.0115 | 1.66 |
Estimation Period:
Aug 11, 1993 to Feb 6, 2026
Aug 11, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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