Fraser & Neave Holdings Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.56% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 8.94 | |
| 0.0482 | 11.70 | |
| 0.9425 | 267.97 | |
| 0.0072 | 1.00 |
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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