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AMMB Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.24% (-0.74%)
Analysis last updated: Sunday, February 15, 2026 at 02:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AMMB Holdings Bhd S0GARCH
paramt-stat
ω1.20823.82
α0.13389.55
β0.796735.97
γ10.02550.49
γ20.01090.16
γ3-0.1441-3.75
γ40.21935.34
γ5-0.2509-5.94
γ60.29387.13
γ7-0.2035-4.79
γ80.01280.32
γ90.06182.23
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts