Megan Holdings Ltd GARCH 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
114.85%
decreased by 20.20%
1 Week
125.34%
decreased by 9.71%
1 Month
160.59%
increased by 25.54%
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 | |
|---|---|---|
| 5.0000 | 2.14 | |
| 0.3628 | 0.87 | |
| 0.6372 | 6.09 |
Estimation Period:
Sep 26, 2025 to May 22, 2026
Sep 26, 2025 to May 22, 2026
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