RHB Bank Bhd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
16.21%
increased by 0.37%
1 Week
16.54%
increased by 0.70%
1 Month
17.79%
increased by 1.95%
Analysis last updated: Thursday, May 21, 2026 at 08:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 22.4671 | 8.23 | |
| 0.0776 | 120.10 | |
| 0.9990 | 8,612.07 | |
| 3.4842 | 142.87 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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