Theta Edge Berhad GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.39% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3652 | 17.35 | |
| 0.1167 | 15.74 | |
| 0.8330 | 151.24 | |
| 0.0271 | 1.85 |
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Aug 24, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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