SP Setia Bhd Group EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:50.80% (+2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 31.76 | |
| 0.2344 | 48.19 | |
| 0.9738 | 854.22 | |
| -0.0269 | -6.49 |
Estimation Period:
Apr 12, 1993 to Feb 6, 2026
Apr 12, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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