Misc Berhad GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:18.86% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1478 | 20.25 | |
| 0.1190 | 15.74 | |
| 0.8101 | 154.53 | |
| 0.0699 | 4.88 |
Estimation Period:
Jan 3, 1990 to Feb 27, 2026
Jan 3, 1990 to Feb 27, 2026
News Impact Curve
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