Master-Pack Group Berhad Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.01% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0579 | 5.20 | |
| 0.1005 | 5.36 | |
| 0.8483 | 31.80 | |
| 0.1355 | 2.33 | |
| -0.2301 | -2.75 | |
| 0.0798 | 1.62 | |
| 0.0901 | 1.83 | |
| -0.1868 | -2.98 | |
| 0.3116 | 2.83 |
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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