Megan Holdings Ltd AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
125.68%
decreased by 46.10%
1 Week
420.36%
increased by 248.58%
1 Month
58,128.80%
increased by 57,957.02%
Analysis last updated: Friday, May 22, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 3.55 | |
| 2.0000 | 4.78 | |
| 0.0118 | 4.21 | |
| 4.6423 | 28.73 |
Estimation Period:
Sep 26, 2025 to May 22, 2026
Sep 26, 2025 to May 22, 2026
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