RHB Bank Bhd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.78% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1139 | 28.69 | |
| 0.6886 | 58.19 | |
| 0.0493 | 6.78 | |
| 0.0040 | 1.99 | |
| 0.0188 | 5.66 | |
| 0.9800 | 261.14 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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