MBSB Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.13% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8086 | 4.28 | |
| 0.1839 | 6.96 | |
| 0.6921 | 15.02 | |
| 0.1150 | 2.02 | |
| -0.1295 | -1.45 | |
| -0.0175 | -0.27 | |
| 0.0698 | 1.37 | |
| -0.1107 | -2.45 | |
| 0.1717 | 3.39 | |
| -0.1880 | -2.60 | |
| 0.1557 | 1.84 | |
| -0.1627 | -1.66 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
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