Pekat Group Berhad GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.47% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1542 | 5.91 | |
| 0.0464 | 5.02 | |
| 0.9360 | 125.30 | |
| -0.0173 | -1.29 |
Estimation Period:
Jun 23, 2021 to Feb 6, 2026
Jun 23, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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