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V-Lab

PBT Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.54% (-9.25%)
Analysis last updated: Sunday, February 8, 2026 at 02:51 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of PBT Holdings Ltd S0GARCH
paramt-stat
ω0.38605.07
α0.18616.55
β0.675018.56
γ10.05360.66
γ2-0.0434-0.34
γ3-0.0393-0.41
γ40.07490.86
γ5-0.0011-0.02
γ6-0.3150-4.45
γ70.54165.75
γ8-0.3388-2.90
γ9-0.0111-0.11
γ100.13232.03
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts