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MCE Holdings BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.20% (+1.72%)
Analysis last updated: Sunday, February 8, 2026 at 02:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MCE Holdings BHD S0GARCH
paramt-stat
ω1.19665.55
α0.11136.26
β0.787323.21
γ1-0.0454-0.46
γ20.28701.80
γ3-0.4949-3.17
γ40.27191.61
γ50.08130.67
γ6-0.0058-0.05
γ7-0.2932-2.13
γ80.22672.00
γ90.02400.36
Estimation Period:
Nov 16, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts