Misc Berhad GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.42% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1482 | 20.25 | |
| 0.1195 | 15.75 | |
| 0.8097 | 154.15 | |
| 0.0696 | 4.85 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities