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V-Lab

MSM Malaysia Holdings BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:31.41% (-0.27%)
Analysis last updated: Friday, February 6, 2026 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MSM Malaysia Holdings BHD S0GARCH
paramt-stat
ω0.73133.14
α0.12924.41
β0.707211.98
γ10.88501.98
γ2-1.1873-1.87
γ30.72501.79
γ4-0.8572-2.43
γ50.88282.39
γ6-0.6603-1.65
γ7-0.1419-0.35
γ80.84662.16
γ9-0.9502-2.27
γ100.66962.20
Estimation Period:
Jun 28, 2011 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts