Naim Holdings Berhad Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.40% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2560 | 5.57 | |
| 0.1557 | 5.79 | |
| 0.7219 | 19.32 | |
| 0.6113 | 4.93 | |
| -0.8597 | -4.40 | |
| 0.2902 | 2.13 | |
| -0.0400 | -0.34 | |
| -0.0126 | -0.11 | |
| 0.1885 | 1.73 | |
| -0.5699 | -5.21 | |
| 0.8481 | 6.87 | |
| -1.1422 | -6.50 |
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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