Public Bank Bhd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.02% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 33.63 | |
| 0.2340 | 48.54 | |
| 0.9809 | 1,229.18 | |
| -0.0198 | -3.74 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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