Fraser & Neave Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.43% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5588 | 7.44 | |
| 0.1594 | 7.66 | |
| 0.6539 | 14.98 | |
| 0.1171 | 2.17 | |
| -0.2087 | -2.35 | |
| 0.1738 | 2.47 | |
| -0.0785 | -1.29 | |
| -0.0803 | -1.61 | |
| 0.1595 | 3.17 | |
| -0.0597 | -1.14 | |
| -0.1057 | -2.19 | |
| 0.1177 | 3.68 |
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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