SP Setia Bhd Group GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.61% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 17.11 | |
| 0.0820 | 20.28 | |
| 0.8979 | 303.25 | |
| 0.0401 | 5.31 |
Estimation Period:
Apr 12, 1993 to Feb 6, 2026
Apr 12, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other SP Setia Bhd Group Analyses
Other GJR-GARCH Analyses on International Equities