Itmax System Berhad GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.30% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8540 | 11.69 | |
| 0.1954 | 5.84 | |
| 0.5890 | 22.91 | |
| -0.0572 | -0.93 |
Estimation Period:
Dec 13, 2022 to Feb 6, 2026
Dec 13, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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