IJM Corp BHD AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.33% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 10.75 | |
| 0.0693 | 39.78 | |
| 0.9258 | 571.14 | |
| 0.3624 | 7.18 |
Estimation Period:
Jul 13, 1992 to Feb 6, 2026
Jul 13, 1992 to Feb 6, 2026
News Impact Curve
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