MBSB Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.81% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1445 | 17.52 | |
| 0.0971 | 15.21 | |
| 0.8854 | 225.69 | |
| 0.0261 | 2.22 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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