Allianz Malaysia Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.70% (+10.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8962 | 4.01 | |
| 0.1701 | 7.66 | |
| 0.6609 | 16.24 | |
| -0.0821 | -0.62 | |
| 0.1904 | 0.97 | |
| -0.2446 | -1.77 | |
| 0.0787 | 0.71 | |
| 0.2079 | 2.27 | |
| -0.2941 | -3.03 | |
| 0.3568 | 3.69 | |
| -0.4612 | -4.67 | |
| 0.4773 | 3.47 | |
| -0.3383 | -1.36 |
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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