SP Setia Bhd Group MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:46.98% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1345 | 23.51 | |
| 0.6798 | 44.55 | |
| 0.0533 | 6.74 | |
| 0.0928 | 3.33 | |
| 0.0984 | 4.14 | |
| 0.8925 | 33.40 |
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 MF2-GARCH Analyses on International Equities