Fraser & Neave Holdings Bhd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.02% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 9.34 | |
| 0.0521 | 17.29 | |
| 0.9407 | 268.23 | |
| 0.0353 | 0.60 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fraser & Neave Holdings Bhd Analyses
Other AGARCH Analyses on International Equities