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V-Lab

Malayan Cement BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.90% (-1.64%)
Analysis last updated: Sunday, February 8, 2026 at 02:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Malayan Cement BHD SGARCH
paramt-stat
ω0.76225.31
α0.19108.73
β0.588214.73
γ1-0.0691-1.37
γ20.16642.53
γ3-0.2540-5.53
γ40.32225.86
γ5-0.3043-6.49
γ60.19494.40
γ7-0.0422-0.81
γ80.01580.35
γ9-0.1088-2.36
γ100.13911.45
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts