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V-Lab

PBA Holdings BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.89% (+0.35%)
Analysis last updated: Wednesday, February 11, 2026 at 11:23 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PBA Holdings BHD SGARCH
paramt-stat
ω0.76506.56
α0.10126.39
β0.830229.02
γ1-0.1364-1.40
γ20.31362.00
γ3-0.4464-4.00
γ40.59755.13
γ5-0.6493-4.56
γ60.59374.60
γ7-0.5308-4.53
γ80.59394.08
γ9-0.9156-4.02
Estimation Period:
Jul 22, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts