V-Lab: Guan Chong Bhd MF2-GARCH Volatility Analysis

V-Lab

Guan Chong Bhd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:40.92% (-1.15%)

Analysis last updated: Monday, August 4, 2025 at 04:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0611	11.06
$β$	0.6820	24.38
$γ$	0.1175	7.06
$λ_{1}$	0.0265	0.85
$λ_{2}$	0.0082	0.96
$λ_{3}$	0.9886	83.79

Estimation Period:
Apr 15, 2005 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts