Theta Edge Berhad Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.86% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4871 | 5.03 | |
| 0.1490 | 6.22 | |
| 0.7729 | 25.28 | |
| -0.1116 | -1.10 | |
| 0.0247 | 0.14 | |
| 0.2720 | 1.80 | |
| -0.4244 | -2.53 | |
| 0.4763 | 2.55 | |
| -0.4312 | -3.05 | |
| 0.3133 | 2.17 | |
| -0.2449 | -1.57 | |
| 0.2291 | 1.53 | |
| -0.0748 | -0.25 |
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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