SP Setia Bhd Group Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:41.98% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4399 | 4.12 | |
| 0.1292 | 9.38 | |
| 0.8097 | 41.77 | |
| -0.0073 | -0.08 | |
| 0.0008 | 0.01 | |
| -0.0553 | -0.59 | |
| 0.2510 | 3.02 | |
| -0.4006 | -3.92 | |
| 0.3134 | 3.09 | |
| -0.0567 | -0.73 | |
| -0.0752 | -1.03 | |
| -0.0015 | -0.02 | |
| 0.0361 | 0.26 |
Estimation Period:
Apr 12, 1993 to Feb 6, 2026
Apr 12, 1993 to Feb 6, 2026
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