CIMB Group Holdings Bhd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.66% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1284 | 27.48 | |
| 0.6029 | 49.84 | |
| 0.0826 | 9.48 | |
| 0.0168 | 2.82 | |
| 0.0425 | 5.92 | |
| 0.9537 | 121.09 |
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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