MSM Malaysia Holdings BHD EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.49% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0552 | 19.60 | |
| 0.1568 | 25.41 | |
| 0.9839 | 1,070.63 | |
| -0.0305 | -4.55 |
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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