PGF Capital Berhad Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:27.18% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0869 | 3.43 | |
| 0.1794 | 7.05 | |
| 0.6445 | 14.26 | |
| 0.2345 | 3.14 | |
| -0.4104 | -3.96 | |
| 0.3155 | 3.93 | |
| -0.3635 | -4.02 | |
| 0.4383 | 4.64 | |
| -0.2670 | -3.30 | |
| 0.1057 | 1.29 | |
| -0.1733 | -1.97 | |
| 0.1130 | 1.14 | |
| 0.0993 | 0.72 |
Estimation Period:
Oct 27, 1993 to Feb 16, 2026
Oct 27, 1993 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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