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V-Lab

CIMB Group Holdings Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.22% (-1.17%)
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 SGARCH
paramt-stat
ω1.55353.41
α0.12788.68
β0.811342.89
γ10.01550.28
γ20.04250.58
γ3-0.1666-4.13
γ40.21534.48
γ5-0.2084-3.39
γ60.19573.03
γ7-0.1362-2.67
γ80.03140.72
γ90.07371.24
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts