AMMB Holdings Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.66% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 18.87 | |
| 0.0821 | 23.90 | |
| 0.9061 | 503.13 | |
| 0.0235 | 3.30 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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