MBSB Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.14% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7882 | 4.15 | |
| 0.1807 | 6.61 | |
| 0.7030 | 14.47 | |
| 0.1076 | 1.86 | |
| -0.1206 | -1.33 | |
| -0.0158 | -0.24 | |
| 0.0601 | 1.16 | |
| -0.0959 | -2.09 | |
| 0.1531 | 3.02 | |
| -0.1605 | -2.28 | |
| 0.1006 | 1.35 | |
| -0.0215 | -0.48 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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