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V-Lab

PBA Holdings BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.68% (+0.23%)
Analysis last updated: Tuesday, February 10, 2026 at 10:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PBA Holdings BHD S0GARCH
paramt-stat
ω0.83125.86
α0.10596.62
β0.845735.90
γ1-0.1066-0.96
γ20.26191.46
γ3-0.4037-3.19
γ40.55694.28
γ5-0.6065-3.82
γ60.53343.77
γ7-0.4186-3.42
γ80.32952.68
γ9-0.2107-2.54
Estimation Period:
Jul 22, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts