RHB Bank Bhd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.71% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 14.18 | |
| 0.0366 | 13.39 | |
| 0.9508 | 481.40 | |
| 0.0214 | 5.36 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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