RHB Bank Bhd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
18.28%
decreased by 0.23%
1 Week
18.44%
decreased by 0.07%
1 Month
19.07%
increased by 0.56%
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 | |
|---|---|---|
| 0.0145 | 14.30 | |
| 0.0366 | 13.43 | |
| 0.9509 | 482.94 | |
| 0.0209 | 5.25 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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