PGF Capital Berhad Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.28% (-3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0718 | 3.42 | |
| 0.1824 | 7.14 | |
| 0.6448 | 14.54 | |
| 0.2053 | 2.72 | |
| -0.3551 | -3.38 | |
| 0.2673 | 3.33 | |
| -0.3243 | -3.58 | |
| 0.4078 | 4.32 | |
| -0.2439 | -2.99 | |
| 0.0903 | 1.09 | |
| -0.1656 | -1.92 | |
| 0.1168 | 1.43 | |
| 0.0584 | 1.04 |
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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