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V-Lab

AMMB Holdings Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:15.35% (-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 SGARCH
paramt-stat
ω1.08583.58
α0.13529.55
β0.795536.16
γ1-0.0038-0.07
γ20.05350.77
γ3-0.1676-4.39
γ40.23835.84
γ5-0.2671-6.34
γ60.30657.45
γ7-0.2120-4.95
γ80.01700.39
γ90.06291.22
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts