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V-Lab

Grab Holdings Limited Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

36.92%

decreased by 1.48%

1 Week

37.44%

decreased by 0.96%

1 Month

38.68%

increased by 0.28%

Analysis last updated: Friday, July 10, 2026 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Grab Holdings Limited S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 1, 2020 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 8 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.3885
1.25
α

ARCH

Response to squared shocks

0.1164
3.31***
β

GARCH

Volatility persistence

0.8020
9.03***
γi Spline Coefficients
K=10
γ1-13.0865
-1.47
γ224.2747
2.08**
γ3-21.1944
-4.41***
γ413.6646
2.99***
γ5-4.7306
-1.10
γ6-0.4331
-0.12
γ78.2915
2.54**
γ8-13.0844
-3.61***
γ98.1845
2.13**
γ10-1.8083
-0.70

Persistence:

0.918

Half-life:

8 days