Ppb Group Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.63% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0631 | 10.15 | |
| 0.0723 | 12.25 | |
| 0.8976 | 231.45 | |
| 0.0236 | 2.56 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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