CIMB Group Holdings Bhd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.44% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.8411 | 6.55 | |
| 0.0770 | 110.14 | |
| 0.9976 | 2,968.95 | |
| 3.5836 | 81.08 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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