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V-Lab

Public Bank Bhd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.56% (+3.17%)
Analysis last updated: Tuesday, February 10, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Public Bank Bhd S0GARCH
paramt-stat
ω1.46085.08
α0.173410.43
β0.771738.79
γ1-0.0007-0.01
γ20.07290.82
γ3-0.1962-2.66
γ40.19142.93
γ5-0.1018-1.81
γ60.05330.80
γ7-0.0229-0.29
γ80.09981.53
γ9-0.1985-2.98
γ100.12682.22
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts