AMMB Holdings Bhd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.57% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1159 | 21.54 | |
| 0.6807 | 53.11 | |
| 0.0765 | 11.07 | |
| 0.0040 | 2.74 | |
| 0.0314 | 7.29 | |
| 0.9686 | 234.40 |
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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