MSM Malaysia Holdings BHD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.41% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 10.45 | |
| 0.0409 | 11.58 | |
| 0.9443 | 520.84 | |
| 0.0296 | 4.21 |
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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