IJM Corp BHD EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.59% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0350 | 15.62 | |
| 0.1369 | 36.16 | |
| 0.9855 | 1,213.64 | |
| -0.0345 | -8.10 |
Estimation Period:
Jul 13, 1992 to Feb 6, 2026
Jul 13, 1992 to Feb 6, 2026
News Impact Curve
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