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CIMB Group Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.24% (-1.27%)
Analysis last updated: Thursday, February 12, 2026 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CIMB Group Holdings Bhd S0GARCH
paramt-stat
ω1.56363.34
α0.12408.77
β0.818644.92
γ10.02010.35
γ20.03210.43
γ3-0.1533-3.71
γ40.20004.07
γ5-0.1950-3.10
γ60.18902.87
γ7-0.1414-2.74
γ80.05571.35
γ9-0.0011-0.04
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts