CIMB Group Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.24% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5636 | 3.34 | |
| 0.1240 | 8.77 | |
| 0.8186 | 44.92 | |
| 0.0201 | 0.35 | |
| 0.0321 | 0.43 | |
| -0.1533 | -3.71 | |
| 0.2000 | 4.07 | |
| -0.1950 | -3.10 | |
| 0.1890 | 2.87 | |
| -0.1414 | -2.74 | |
| 0.0557 | 1.35 | |
| -0.0011 | -0.04 |
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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