Carlsberg Brewery Malaysia GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.38% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0900 | 19.68 | |
| 0.1171 | 16.60 | |
| 0.8621 | 195.68 | |
| -0.0180 | -1.49 |
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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