AFFIN Bank Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.72% (+4.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 19.02 | |
| 0.1218 | 27.46 | |
| 0.8791 | 346.64 | |
| -0.0141 | -1.96 |
Estimation Period:
Nov 5, 1991 to Feb 6, 2026
Nov 5, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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