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Allianz Malaysia Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.72% (-4.45%)
Analysis last updated: Wednesday, February 11, 2026 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Allianz Malaysia Bhd S0GARCH
paramt-stat
ω0.93304.17
α0.17067.65
β0.658816.12
γ1-0.0502-0.38
γ20.13940.71
γ3-0.2133-1.53
γ40.06170.56
γ50.21072.31
γ6-0.2867-2.96
γ70.34443.56
γ8-0.4468-4.67
γ90.45954.25
γ10-0.3048-3.42
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts