Alliance Bank Malaysia Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.32% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 16.58 | |
| 0.0719 | 23.50 | |
| 0.9238 | 574.48 | |
| 0.0086 | 1.39 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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