AMMB Holdings Bhd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:17.72% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 19.4304 | 8.86 | |
| 0.0715 | 116.58 | |
| 0.9990 | 9,165.14 | |
| 3.5077 | 152.19 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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