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V-Lab

IJM Corp BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.61% (-1.58%)
Analysis last updated: Friday, February 13, 2026 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IJM Corp BHD S0GARCH
paramt-stat
ω1.26735.52
α0.11438.27
β0.816737.50
γ10.13882.42
γ2-0.2134-2.40
γ30.01510.25
γ40.22414.06
γ5-0.3213-4.43
γ60.19942.72
γ70.04390.70
γ8-0.1377-1.96
γ90.03470.45
γ100.02290.38
Estimation Period:
Jul 13, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts