Amanah Leasing Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.18% (-2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0796 | 17.84 | |
| 0.2063 | 16.27 | |
| 0.7217 | 74.22 | |
| -0.0749 | -3.66 |
Estimation Period:
Jan 25, 2002 to Feb 13, 2026
Jan 25, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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