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Drb Hicom Berhad Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.69% (-0.62%)
Analysis last updated: Sunday, February 8, 2026 at 02:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Drb Hicom Berhad SGARCH
paramt-stat
ω1.69058.09
α0.13528.36
β0.753728.24
γ10.28497.67
γ2-0.4894-8.39
γ30.31126.82
γ4-0.1056-2.19
γ5-0.0907-1.82
γ60.22624.58
γ7-0.2378-4.00
γ80.12122.13
γ90.09391.26
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts