Fraser & Neave Holdings Bhd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:451.59% (+44.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 372.6325 | 3.30 | |
| 0.1273 | 168.14 | |
| 0.9920 | 418.59 | |
| 2.0089 | 8,266.99 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
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