SP Setia Bhd Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.31% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4615 | 4.24 | |
| 0.1292 | 9.39 | |
| 0.8088 | 41.42 | |
| 0.0005 | 0.01 | |
| -0.0134 | -0.09 | |
| -0.0404 | -0.43 | |
| 0.2324 | 2.78 | |
| -0.3807 | -3.69 | |
| 0.2957 | 2.89 | |
| -0.0446 | -0.57 | |
| -0.0802 | -1.15 | |
| -0.0033 | -0.05 | |
| 0.0485 | 0.85 |
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 Zero Slope Spline-GARCH Analyses on International Equities