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V-Lab

Public Bank Bhd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.98% (+0.49%)
Analysis last updated: Sunday, February 8, 2026 at 02:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Public Bank Bhd SGARCH
paramt-stat
ω1.43234.95
α0.176310.58
β0.771339.43
γ1-0.0229-0.39
γ20.11321.25
γ3-0.2337-3.13
γ40.22943.49
γ5-0.1357-2.39
γ60.08291.23
γ7-0.0526-0.67
γ80.13892.07
γ9-0.2663-3.45
γ100.28502.72
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts