Public Bank Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.56% (+3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4608 | 5.08 | |
| 0.1734 | 10.43 | |
| 0.7717 | 38.79 | |
| -0.0007 | -0.01 | |
| 0.0729 | 0.82 | |
| -0.1962 | -2.66 | |
| 0.1914 | 2.93 | |
| -0.1018 | -1.81 | |
| 0.0533 | 0.80 | |
| -0.0229 | -0.29 | |
| 0.0998 | 1.53 | |
| -0.1985 | -2.98 | |
| 0.1268 | 2.22 |
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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