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V-Lab

MSM Malaysia Holdings BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:16.95% (-0.02%)
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 SGARCH
paramt-stat
ω0.76283.59
α0.13614.41
β0.61718.08
γ10.97612.45
γ2-1.3058-2.28
γ30.76522.06
γ4-0.8722-2.67
γ50.89902.65
γ6-0.7109-2.00
γ7-0.0225-0.06
γ80.55891.48
γ9-0.2513-0.50
γ10-1.2425-1.81
Estimation Period:
Jun 28, 2011 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts