PBA Holdings BHD AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.30% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 10.27 | |
| 0.1070 | 31.22 | |
| 0.8730 | 222.36 | |
| -0.4231 | -7.91 |
Estimation Period:
Jul 22, 2002 to Feb 6, 2026
Jul 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other PBA Holdings BHD Analyses
Other AGARCH Analyses on International Equities