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EG Industries BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.51% (-2.58%)
Analysis last updated: Sunday, February 8, 2026 at 02:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EG Industries BHD S0GARCH
paramt-stat
ω1.03753.79
α0.10186.39
β0.859740.45
γ10.06680.42
γ2-0.2565-0.94
γ30.38831.75
γ4-0.2220-1.34
γ5-0.0968-0.83
γ60.09770.89
γ70.21871.84
γ8-0.3146-2.49
γ90.12621.18
γ100.00210.03
Estimation Period:
Aug 23, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts