AMMB Holdings Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.35% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0858 | 3.58 | |
| 0.1352 | 9.55 | |
| 0.7955 | 36.16 | |
| -0.0038 | -0.07 | |
| 0.0535 | 0.77 | |
| -0.1676 | -4.39 | |
| 0.2383 | 5.84 | |
| -0.2671 | -6.34 | |
| 0.3065 | 7.45 | |
| -0.2120 | -4.95 | |
| 0.0170 | 0.39 | |
| 0.0629 | 1.22 |
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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