IJM Corp BHD MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.12% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1084 | 20.11 | |
| 0.6504 | 41.35 | |
| 0.0808 | 11.13 | |
| 0.0090 | 2.31 | |
| 0.0235 | 2.98 | |
| 0.9748 | 112.65 |
Estimation Period:
Jul 13, 1992 to Feb 6, 2026
Jul 13, 1992 to Feb 6, 2026
News Impact Curve
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