EG Industries BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.99% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9352 | 3.66 | |
| 0.0994 | 6.52 | |
| 0.8637 | 42.08 | |
| -0.0674 | -0.85 | |
| 0.0249 | 0.20 | |
| 0.1905 | 1.88 | |
| -0.3336 | -4.02 | |
| 0.2522 | 3.14 | |
| 0.0197 | 0.24 | |
| -0.1942 | -2.03 | |
| 0.1956 | 1.30 |
Estimation Period:
Aug 23, 1995 to Feb 6, 2026
Aug 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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