RHB Bank Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
11.38%
increased by 0.31%
1 Week
11.81%
increased by 0.74%
1 Month
12.84%
increased by 1.77%
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 | |
|---|---|---|
| 1.2550 | 4.87 | |
| 0.1226 | 10.96 | |
| 0.8028 | 47.29 | |
| 0.0414 | 0.89 | |
| -0.0017 | -0.03 | |
| -0.1527 | -4.51 | |
| 0.1974 | 5.70 | |
| -0.1383 | -3.67 | |
| 0.1052 | 2.49 | |
| -0.0707 | -1.55 | |
| 0.0001 | 0.00 | |
| 0.0425 | 1.26 |
Estimation Period:
Jan 1, 1990 to May 15, 2026
Jan 1, 1990 to May 15, 2026
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