AMMB Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.24% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2082 | 3.82 | |
| 0.1338 | 9.55 | |
| 0.7967 | 35.97 | |
| 0.0255 | 0.49 | |
| 0.0109 | 0.16 | |
| -0.1441 | -3.75 | |
| 0.2193 | 5.34 | |
| -0.2509 | -5.94 | |
| 0.2938 | 7.13 | |
| -0.2035 | -4.79 | |
| 0.0128 | 0.32 | |
| 0.0618 | 2.23 |
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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