PBA Holdings BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.89% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7650 | 6.56 | |
| 0.1012 | 6.39 | |
| 0.8302 | 29.02 | |
| -0.1364 | -1.40 | |
| 0.3136 | 2.00 | |
| -0.4464 | -4.00 | |
| 0.5975 | 5.13 | |
| -0.6493 | -4.56 | |
| 0.5937 | 4.60 | |
| -0.5308 | -4.53 | |
| 0.5939 | 4.08 | |
| -0.9156 | -4.02 |
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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