Skip to main content
V-Lab

Fraser & Neave Holdings Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.43% (-1.23%)
Analysis last updated: Sunday, February 8, 2026 at 02:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fraser & Neave Holdings Bhd S0GARCH
paramt-stat
ω2.55887.44
α0.15947.66
β0.653914.98
γ10.11712.17
γ2-0.2087-2.35
γ30.17382.47
γ4-0.0785-1.29
γ5-0.0803-1.61
γ60.15953.17
γ7-0.0597-1.14
γ8-0.1057-2.19
γ90.11773.68
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts