PBA Holdings BHD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.50% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0822 | 19.16 | |
| 0.1447 | 19.33 | |
| 0.8703 | 226.89 | |
| -0.0754 | -7.55 |
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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