CIMB Group Holdings Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.22% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5535 | 3.41 | |
| 0.1278 | 8.68 | |
| 0.8113 | 42.89 | |
| 0.0155 | 0.28 | |
| 0.0425 | 0.58 | |
| -0.1666 | -4.13 | |
| 0.2153 | 4.48 | |
| -0.2084 | -3.39 | |
| 0.1957 | 3.03 | |
| -0.1362 | -2.67 | |
| 0.0314 | 0.72 | |
| 0.0737 | 1.24 |
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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