Public Bank Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.98% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4323 | 4.95 | |
| 0.1763 | 10.58 | |
| 0.7713 | 39.43 | |
| -0.0229 | -0.39 | |
| 0.1132 | 1.25 | |
| -0.2337 | -3.13 | |
| 0.2294 | 3.49 | |
| -0.1357 | -2.39 | |
| 0.0829 | 1.23 | |
| -0.0526 | -0.67 | |
| 0.1389 | 2.07 | |
| -0.2663 | -3.45 | |
| 0.2850 | 2.72 |
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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