AMMB Holdings Bhd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.87% (+2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 28.29 | |
| 0.2030 | 47.16 | |
| 0.9850 | 1,401.16 | |
| -0.0160 | -3.46 |
Estimation Period:
Jan 1, 1990 to Feb 16, 2026
Jan 1, 1990 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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