Skip to main content
V-Lab

MCE Holdings BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.00% (+1.78%)
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 SGARCH
paramt-stat
ω1.20475.64
α0.10966.21
β0.789623.25
γ1-0.0527-0.54
γ20.30301.92
γ3-0.5110-3.28
γ40.28401.69
γ50.07450.62
γ6-0.0014-0.01
γ7-0.3013-2.18
γ80.24832.07
γ9-0.0350-0.23
Estimation Period:
Nov 16, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts