PGF Capital Berhad EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.99% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2707 | 21.29 | |
| 0.2644 | 28.66 | |
| 0.9192 | 214.11 | |
| -0.0130 | -1.42 |
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Oct 27, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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