RHB Bank Bhd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
15.73%
increased by 0.13%
1 Week
16.81%
increased by 1.21%
1 Month
18.23%
increased by 2.63%
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 | |
|---|---|---|
| 21 | ||
| 0.1156 | 29.19 | |
| 0.6873 | 59.53 | |
| 0.0497 | 6.84 | |
| 0.0039 | 2.07 | |
| 0.0185 | 5.82 | |
| 0.9804 | 273.23 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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