Guan Chong Bhd MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
47.78%
decreased by 2.03%
1 Week
46.86%
decreased by 2.95%
1 Month
45.47%
decreased by 4.34%
Analysis last updated: Friday, June 12, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0525 | 10.62 | |
| 0.7643 | 35.72 | |
| 0.0874 | 6.47 | |
| 0.0310 | 1.05 | |
| 0.0089 | 1.07 | |
| 0.9873 | 85.71 |
Estimation Period:
Apr 15, 2005 to Jun 5, 2026
Apr 15, 2005 to Jun 5, 2026
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