Time Dotcom Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.11% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1506 | 8.04 | |
| 0.0925 | 8.91 | |
| 0.8831 | 183.63 | |
| 0.0199 | 0.98 |
Estimation Period:
Mar 27, 2001 to Feb 6, 2026
Mar 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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