Malayan Cement BHD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.96% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2556 | 16.33 | |
| 0.0837 | 14.67 | |
| 0.8551 | 160.98 | |
| 0.0411 | 4.18 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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