MSM Malaysia Holdings BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.41% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7313 | 3.14 | |
| 0.1292 | 4.41 | |
| 0.7072 | 11.98 | |
| 0.8850 | 1.98 | |
| -1.1873 | -1.87 | |
| 0.7250 | 1.79 | |
| -0.8572 | -2.43 | |
| 0.8828 | 2.39 | |
| -0.6603 | -1.65 | |
| -0.1419 | -0.35 | |
| 0.8466 | 2.16 | |
| -0.9502 | -2.27 | |
| 0.6696 | 2.20 |
Estimation Period:
Jun 28, 2011 to Jan 30, 2026
Jun 28, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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