V-Lab: Guan Chong Bhd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Guan Chong Bhd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:44.72% (-0.17%)

Analysis last updated: Monday, August 4, 2025 at 04:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1660	6.79
$α$	0.1333	4.44
$β$	0.5653	5.94
$γ_{1}$	-0.9576	-7.39
$γ_{2}$	1.2457	5.54
$γ_{3}$	-0.6955	-2.79
$γ_{4}$	0.6981	2.13
$γ_{5}$	-0.2950	-1.02
$γ_{6}$	-0.1143	-0.58
$γ_{7}$	0.2807	1.58
$γ_{8}$	-0.4448	-2.57
$γ_{9}$	0.6515	3.46
$γ_{10}$	-0.5472	-4.29

Estimation Period:
Apr 15, 2005 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts