Itmax System Berhad Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.83% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3638 | 5.56 | |
| 0.1644 | 2.32 | |
| 0.5074 | 3.14 | |
| 1.9194 | 2.75 | |
| -3.0553 | -2.74 | |
| 1.5660 | 2.47 |
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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