Malayan Cement BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.90% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7622 | 5.31 | |
| 0.1910 | 8.73 | |
| 0.5882 | 14.73 | |
| -0.0691 | -1.37 | |
| 0.1664 | 2.53 | |
| -0.2540 | -5.53 | |
| 0.3222 | 5.86 | |
| -0.3043 | -6.49 | |
| 0.1949 | 4.40 | |
| -0.0422 | -0.81 | |
| 0.0158 | 0.35 | |
| -0.1088 | -2.36 | |
| 0.1391 | 1.45 |
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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