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V-Lab

Allianz Malaysia Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.70% (+10.04%)
Analysis last updated: Tuesday, February 10, 2026 at 10:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Allianz Malaysia Bhd SGARCH
paramt-stat
ω0.89624.01
α0.17017.66
β0.660916.24
γ1-0.0821-0.62
γ20.19040.97
γ3-0.2446-1.77
γ40.07870.71
γ50.20792.27
γ6-0.2941-3.03
γ70.35683.69
γ8-0.4612-4.67
γ90.47733.47
γ10-0.3383-1.36
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts