Malayan Banking Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.45% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 15.76 | |
| 0.0540 | 21.74 | |
| 0.9305 | 507.35 | |
| 0.0254 | 5.32 |
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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