MBSB Bhd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.96% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1215 | 26.49 | |
| 0.2599 | 38.21 | |
| 0.9551 | 477.06 | |
| -0.0135 | -2.16 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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