MSM Malaysia Holdings BHD AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.26% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0028 | -0.23 | |
| 0.0978 | 31.19 | |
| 0.9069 | 483.44 | |
| 0.6926 | 7.47 |
Estimation Period:
Jun 28, 2011 to Feb 6, 2026
Jun 28, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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