Public Bank Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.17% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 19.65 | |
| 0.0694 | 21.18 | |
| 0.9177 | 399.71 | |
| 0.0258 | 4.01 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Public Bank Bhd Analyses
Other GJR-GARCH Analyses on International Equities