PBA Holdings BHD EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.72% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0614 | 13.71 | |
| 0.1847 | 33.12 | |
| 0.9626 | 389.42 | |
| 0.0710 | 9.37 |
Estimation Period:
Jul 22, 2002 to Feb 6, 2026
Jul 22, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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