Allianz Malaysia Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.04% (+3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 11.45 | |
| 0.0723 | 13.14 | |
| 0.9119 | 389.54 | |
| 0.0182 | 1.69 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Allianz Malaysia Bhd Analyses
Other GJR-GARCH Analyses on International Equities