Malayan Cement BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.18% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8099 | 5.51 | |
| 0.1911 | 8.69 | |
| 0.5859 | 14.54 | |
| -0.0371 | -0.73 | |
| 0.1124 | 1.69 | |
| -0.2125 | -4.54 | |
| 0.2852 | 5.11 | |
| -0.2730 | -5.78 | |
| 0.1701 | 3.86 | |
| -0.0226 | -0.44 | |
| -0.0017 | -0.04 | |
| -0.0882 | -2.66 | |
| 0.1006 | 3.84 |
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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