Megan Holdings Ltd Spline-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
82.05%
decreased by 13.34%
1 Week
90.56%
decreased by 4.83%
1 Month
118.67%
increased by 23.28%
Analysis last updated: Friday, May 22, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5473 | 0.01 | |
| 0.3761 | 0.00 | |
| 0.6239 | 0.00 | |
| 54.9471 | 0.00 | |
| -50.2945 | 0.00 | |
| -175.5706 | 0.00 |
Estimation Period:
Sep 26, 2025 to May 22, 2026
Sep 26, 2025 to May 22, 2026
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