Drb Hicom Berhad GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.16% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2475 | 15.64 | |
| 0.1123 | 19.06 | |
| 0.8570 | 247.32 | |
| 0.0181 | 1.49 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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