PGF Capital Berhad GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.16% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4994 | 15.91 | |
| 0.1115 | 17.12 | |
| 0.8585 | 192.62 | |
| 0.0360 | 2.72 |
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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