PBA Holdings BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.68% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8312 | 5.86 | |
| 0.1059 | 6.62 | |
| 0.8457 | 35.90 | |
| -0.1066 | -0.96 | |
| 0.2619 | 1.46 | |
| -0.4037 | -3.19 | |
| 0.5569 | 4.28 | |
| -0.6065 | -3.82 | |
| 0.5334 | 3.77 | |
| -0.4186 | -3.42 | |
| 0.3295 | 2.68 | |
| -0.2107 | -2.54 |
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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