CIMB Group Holdings Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.54% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 16.25 | |
| 0.0545 | 21.33 | |
| 0.9247 | 470.57 | |
| 0.0367 | 6.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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