Naim Holdings Berhad Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.16% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2689 | 5.18 | |
| 0.1558 | 6.25 | |
| 0.7583 | 25.80 | |
| 0.4839 | 5.30 | |
| -0.7152 | -4.98 | |
| 0.3151 | 2.94 | |
| -0.1562 | -1.71 | |
| 0.2587 | 2.60 | |
| -0.4358 | -3.83 | |
| 0.3980 | 4.05 | |
| -0.1847 | -3.09 |
Estimation Period:
Oct 16, 2003 to Feb 6, 2026
Oct 16, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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