Sunway BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.46% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1644 | 5.58 | |
| 0.1812 | 1.85 | |
| 0.1915 | 0.88 | |
| -0.7014 | -1.85 |
Estimation Period:
Jun 3, 2024 to Feb 16, 2026
Jun 3, 2024 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities