RHB Bank Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.57% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2351 | 4.95 | |
| 0.1152 | 10.42 | |
| 0.8061 | 45.37 | |
| 0.0426 | 0.93 | |
| 0.0009 | 0.01 | |
| -0.1635 | -4.90 | |
| 0.2107 | 6.11 | |
| -0.1492 | -3.94 | |
| 0.1099 | 2.55 | |
| -0.0624 | -1.32 | |
| -0.0275 | -0.56 | |
| 0.1130 | 1.81 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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