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Amanah Leasing Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:40.82% (-2.26%)
Analysis last updated: Sunday, February 15, 2026 at 03:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amanah Leasing Pcl S0GARCH
paramt-stat
ω0.76234.53
α0.19135.32
β0.664612.06
γ1-0.0893-0.66
γ20.12760.63
γ3-0.1518-0.87
γ40.24171.42
γ5-0.1219-0.82
γ6-0.0382-0.26
γ7-0.0507-0.37
γ80.18241.79
γ9-0.1333-2.14
Estimation Period:
Jan 25, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts