MSM Malaysia Holdings BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.95% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7628 | 3.59 | |
| 0.1361 | 4.41 | |
| 0.6171 | 8.08 | |
| 0.9761 | 2.45 | |
| -1.3058 | -2.28 | |
| 0.7652 | 2.06 | |
| -0.8722 | -2.67 | |
| 0.8990 | 2.65 | |
| -0.7109 | -2.00 | |
| -0.0225 | -0.06 | |
| 0.5589 | 1.48 | |
| -0.2513 | -0.50 | |
| -1.2425 | -1.81 |
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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