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

V-Lab

Guan Chong Bhd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:43.22% (-0.16%)

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
$ω$	0.1642	6.78
$α$	0.1372	4.47
$β$	0.5537	5.66
$γ_{1}$	-0.9843	-7.57
$γ_{2}$	1.2921	5.72
$γ_{3}$	-0.7299	-2.91
$γ_{4}$	0.7218	2.19
$γ_{5}$	-0.3075	-1.05
$γ_{6}$	-0.1123	-0.57
$γ_{7}$	0.2874	1.61
$γ_{8}$	-0.4577	-2.51
$γ_{9}$	0.6731	3.10
$γ_{10}$	-0.5970	-2.43

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

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