Fraser & Neave Holdings Bhd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.44% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 11.37 | |
| 0.0983 | 13.18 | |
| 0.9894 | 689.47 | |
| -0.0061 | -1.37 |
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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