Master-Pack Group Berhad Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:32.19% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9975 | 4.74 | |
| 0.0959 | 5.38 | |
| 0.8667 | 35.08 | |
| 0.0824 | 1.83 | |
| -0.1832 | -2.72 | |
| 0.1625 | 3.84 | |
| -0.0987 | -2.81 | |
| 0.0622 | 2.46 |
Estimation Period:
Nov 15, 1999 to Jan 30, 2026
Nov 15, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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