PBA Holdings BHD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.87% (-9.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 58.7468 | 2.61 | |
| 0.0724 | 25.93 | |
| 0.9719 | 84.89 | |
| 2.0258 | 461.67 |
Estimation Period:
Jul 22, 2002 to Feb 6, 2026
Jul 22, 2002 to Feb 6, 2026
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