Allianz Malaysia Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.72% (-4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9330 | 4.17 | |
| 0.1706 | 7.65 | |
| 0.6588 | 16.12 | |
| -0.0502 | -0.38 | |
| 0.1394 | 0.71 | |
| -0.2133 | -1.53 | |
| 0.0617 | 0.56 | |
| 0.2107 | 2.31 | |
| -0.2867 | -2.96 | |
| 0.3444 | 3.56 | |
| -0.4468 | -4.67 | |
| 0.4595 | 4.25 | |
| -0.3048 | -3.42 |
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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