Heineken Malaysia Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.00% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1944 | 26.39 | |
| 0.1888 | 26.16 | |
| 0.7503 | 126.40 | |
| -0.0114 | -0.91 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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