Theta Edge Berhad Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.99% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5005 | 5.16 | |
| 0.1492 | 6.26 | |
| 0.7718 | 25.53 | |
| -0.0980 | -0.97 | |
| 0.0114 | 0.07 | |
| 0.2625 | 1.75 | |
| -0.4022 | -2.38 | |
| 0.4509 | 2.39 | |
| -0.4114 | -2.88 | |
| 0.3044 | 2.11 | |
| -0.2517 | -1.63 | |
| 0.2628 | 2.21 | |
| -0.1682 | -2.01 |
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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