Misc Berhad Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.53% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7747 | 4.63 | |
| 0.1526 | 7.23 | |
| 0.7554 | 26.74 | |
| 0.0018 | 0.03 | |
| -0.0267 | -0.27 | |
| -0.0321 | -0.43 | |
| 0.1404 | 2.18 | |
| -0.1517 | -2.75 | |
| 0.1618 | 2.05 | |
| -0.2001 | -2.89 | |
| 0.1820 | 2.35 | |
| -0.1442 | -1.54 | |
| 0.2173 | 2.38 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities