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V-Lab

Amanah Leasing Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:32.75% (-2.72%)
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 SGARCH
paramt-stat
ω0.73624.50
α0.18955.35
β0.665712.17
γ1-0.1117-0.83
γ20.16320.82
γ3-0.1759-1.02
γ40.26171.55
γ5-0.1398-0.94
γ6-0.0166-0.11
γ7-0.0899-0.64
γ80.26902.22
γ9-0.3557-2.19
Estimation Period:
Jan 25, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts